Statistics and Finance: An Introduction

by David Ruppert

Book Overview

This book emphasizes the applications of statistics and probability to finance. The basics of these subjects are reviewed and more advanced topics in statistics, such as regression, ARMA and GARCH models, the bootstrap, and nonparametric regression using splines, are introduced as needed. The book covers the classical methods of finance and it introduces the newer area of behavioral finance. Applications and use of MATLAB and SAS software are stressed...

• Format: Hardcover
• Language: English
• ISBN: 0387202706
• ISBN13: 9780387202709
• Release Date: March 2004
• Publisher: Springer
• Length: 474 Pages
• Weight: 2.00 lbs.
• Dimensions: 1.4" x 6.2" x 9.4"