Statistics and finance : an introduction /
Ruppert, David, 1948-
Statistics and finance : an introduction / David Ruppert. - xx, 473 pages : illustrations ; 25 cm. - Springer texts in statistics . - Springer texts in statistics. .
Includes bibliographical references and index.
Introduction -- Probability and statistical models -- Returns -- Time series models -- Portfolio theory -- Regression -- The capital asset pricing model -- Options pricing -- Fixed income securities -- Resampling -- Value-at-risk -- GARCH models -- Nonparametric regression and splines -- Behavioral finance. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14.
0387202706 9780387202709
2003063814
Finance--Statistical methods
Statistics
HG176.5 / .R87 2004
332.015195
Statistics and finance : an introduction / David Ruppert. - xx, 473 pages : illustrations ; 25 cm. - Springer texts in statistics . - Springer texts in statistics. .
Includes bibliographical references and index.
Introduction -- Probability and statistical models -- Returns -- Time series models -- Portfolio theory -- Regression -- The capital asset pricing model -- Options pricing -- Fixed income securities -- Resampling -- Value-at-risk -- GARCH models -- Nonparametric regression and splines -- Behavioral finance. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14.
0387202706 9780387202709
2003063814
Finance--Statistical methods
Statistics
HG176.5 / .R87 2004
332.015195