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.

Item Information Item Information

Format: Hardcover
Author: Ruppert, David
ISBN: 9780387202709
Condition: Used
Dimensions: 9.40 x 1.40
Number Of Pages: 474
Publication Year: 2004

Statistics and Finance: An Introduction

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