Statistics and finance : an introduction / David Ruppert.
Material type: TextSeries: Springer texts in statisticsPublisher: New York : Springer, [2004]Copyright date: ©2004Description: xx, 473 pages : illustrations ; 25 cmContent type:- text
- unmediated
- volume
- 0387202706
- 9780387202709
- 332.015195 22
- 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.
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 |
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332.015195 MIL The econometric modelling of financial time series / | 332.015195 PRE A fast track to structured finance modeling, monitoring, and valuation : jump start VBA / | 332.015195 PRO Probability and statistics for finance / | 332.015195 RUP Statistics and finance : an introduction / | 332.015195 STA Forerunners of modern financial economics : a random walk in the history of economic thought / | 332.015195 WAN Financial econometrics / | 332.0151955 TSA Analysis of financial time series / |
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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