Statistics and finance : an introduction / David Ruppert
Inglés
New York : Springer, 2004 Cop. .— XX, 473 p.; 24 cm.
Indicesc.- Glosario .- Problemas .- Bibliografía
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.
