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Statistics and finance : an introduction / David Ruppert.

By: Material type: TextTextSeries: Springer texts in statisticsPublisher: New York : Springer, [2004]Copyright date: ©2004Description: xx, 473 pages : illustrations ; 25 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0387202706
  • 9780387202709
Subject(s): DDC classification:
  • 332.015195 22
LOC classification:
  • HG176.5 .R87 2004
Contents:
1. Introduction -- 2. Probability and statistical models -- 3. Returns -- 4. Time series models -- 5. Portfolio theory -- 6. Regression -- 7. The capital asset pricing model -- 8. Options pricing -- 9. Fixed income securities -- 10. Resampling -- 11. Value-at-risk -- 12. GARCH models -- 13. Nonparametric regression and splines -- 14. Behavioral finance.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 332.015195 RUP (Browse shelf(Opens below)) 1 Available A265842B

Includes bibliographical references and index.

1. Introduction -- 2. Probability and statistical models -- 3. Returns -- 4. Time series models -- 5. Portfolio theory -- 6. Regression -- 7. The capital asset pricing model -- 8. Options pricing -- 9. Fixed income securities -- 10. Resampling -- 11. Value-at-risk -- 12. GARCH models -- 13. Nonparametric regression and splines -- 14. Behavioral finance.

Machine converted from AACR2 source record.

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