書名: Statistics & Finance
作者: Ruppert
ISBN: 9798181282193
出版社: Springer
出版日期: 2005/11
#會計與財務
#財務管理
#數學與統計學
#財務會計
定價: 1000
售價: 930
庫存: 庫存: 1
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【簡介】 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. The book will serve as a text in courses aimed at advanced undergraduates and masters students. Those in the finance industry can use it for self-study. 【目錄】 - Introduction. - Probability and Statistical Models. - Returns. - Time Series Models. - Portfolio Theory. - Regression. - The Capital Asset Pricing Model. - Options Pricing. - Fixed Income Securities. - Resamp

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