Statistics and Finance: An Introduction
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
2004
|
| Schriftenreihe: | Springer Texts in Statistics
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | This textbook emphasizes the applications of statistics and probability to finance. Students are assumed to have had a prior course in statistics, but no background in finance or economics. The basics of probability and statistics 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 such as portfolio theory, CAPM, and the Black-Scholes formula, and it introduces the somewhat newer area of behavioral finance. Applications and use of MATLAB and SAS software are stressed. The book will serve as a text in courses aimed at advanced undergraduates and masters students in statistics, engineering, and applied mathematics as well as quantitatively oriented MBA students. Those in the finance industry wishing to know more statistics could also use it for self-study. David Ruppert is the Andrew Schultz, Jr. Professor of Engineering, School of Operations Research and Industrial Engineering, Cornell University. He received a PhD in Statistics from Michigan State University in 1977 and taught for ten years in the Department of Statistics at the University of North Carolina at Chapel Hill. He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics and a winner of the Wilcoxon Prize for the best practical applications paper in Technometrics. He is former Editor of the Institute of Mathematical Statistics's Lecture Notes-Monographs Series, former Associate Editor of The American Statistician and The Annals of Statistics, and currently Associate Editor of Biometrics and The Journal of the American Statistical Associate. He has published over 80 scientific papers and three books, Transformation and Weighting in Regression, Measurement Error in Nonlinear Models, and Semiparametric Regression |
| Beschreibung: | 1 Online-Ressource (XXII, 474 p.) eReference |
| ISBN: | 9781441968760 9781475765847 |
| ISSN: | 1431-875X |
| DOI: | 10.1007/978-1-4419-6876-0 |
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| spelling | Ruppert, David Verfasser aut Statistics and Finance An Introduction by David Ruppert New York, NY Springer New York 2004 1 Online-Ressource (XXII, 474 p.) eReference txt rdacontent c rdamedia cr rdacarrier Springer Texts in Statistics 1431-875X This textbook emphasizes the applications of statistics and probability to finance. Students are assumed to have had a prior course in statistics, but no background in finance or economics. The basics of probability and statistics 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 such as portfolio theory, CAPM, and the Black-Scholes formula, and it introduces the somewhat newer area of behavioral finance. Applications and use of MATLAB and SAS software are stressed. The book will serve as a text in courses aimed at advanced undergraduates and masters students in statistics, engineering, and applied mathematics as well as quantitatively oriented MBA students. Those in the finance industry wishing to know more statistics could also use it for self-study. David Ruppert is the Andrew Schultz, Jr. Professor of Engineering, School of Operations Research and Industrial Engineering, Cornell University. He received a PhD in Statistics from Michigan State University in 1977 and taught for ten years in the Department of Statistics at the University of North Carolina at Chapel Hill. He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics and a winner of the Wilcoxon Prize for the best practical applications paper in Technometrics. He is former Editor of the Institute of Mathematical Statistics's Lecture Notes-Monographs Series, former Associate Editor of The American Statistician and The Annals of Statistics, and currently Associate Editor of Biometrics and The Journal of the American Statistical Associate. He has published over 80 scientific papers and three books, Transformation and Weighting in Regression, Measurement Error in Nonlinear Models, and Semiparametric Regression Statistics Finance Mathematical statistics Economics / Statistics Statistics for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Statistical Theory and Methods Statistik Wirtschaft Statistik (DE-588)4056995-0 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf 1\p (DE-588)4123623-3 Lehrbuch gnd-content Finanzmathematik (DE-588)4017195-4 s 2\p DE-604 Statistik (DE-588)4056995-0 s 3\p DE-604 https://doi.org/10.1007/978-1-4419-6876-0 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Ruppert, David Statistics and Finance An Introduction Statistics Finance Mathematical statistics Economics / Statistics Statistics for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Statistical Theory and Methods Statistik Wirtschaft Statistik (DE-588)4056995-0 gnd Finanzmathematik (DE-588)4017195-4 gnd |
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| title | Statistics and Finance An Introduction |
| title_auth | Statistics and Finance An Introduction |
| title_exact_search | Statistics and Finance An Introduction |
| title_full | Statistics and Finance An Introduction by David Ruppert |
| title_fullStr | Statistics and Finance An Introduction by David Ruppert |
| title_full_unstemmed | Statistics and Finance An Introduction by David Ruppert |
| title_short | Statistics and Finance |
| title_sort | statistics and finance an introduction |
| title_sub | An Introduction |
| topic | Statistics Finance Mathematical statistics Economics / Statistics Statistics for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Statistical Theory and Methods Statistik Wirtschaft Statistik (DE-588)4056995-0 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Statistics Finance Mathematical statistics Economics / Statistics Statistics for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Statistical Theory and Methods Statistik Wirtschaft Finanzmathematik Lehrbuch |
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