Probability and statistics for finance / Svetlozar T. Rachev [and others].
Material type: TextSeries: Frank J. Fabozzi seriesPublisher: Hoboken, N.J. : Wiley, [2010]Copyright date: ©2010Description: xviii, 654 pages : illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 0470400935
- 9780470400937
- 332.015195 22
- HG176.5 .P76 2010
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 332.015195 PRO (Browse shelf(Opens below)) | 1 | Available | A452694B |
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332.015195 GOO The mathematics of finance : modeling and hedging / | 332.015195 HAN Handbook of financial econometrics / | 332.015195 HIG High frequency financial econometrics : recent developments / | 332.015195 PRO Probability and statistics for finance / | 332.015195 WAN Financial econometrics / | 332.0151955 TSA Analysis of financial time series / | 332.024 COO Tales from a financial hot mess : the realest guide to money and how to have more of it / |
Includes bibliographical references and index.
Probability and Statistics for Finance; Contents; Preface; About the Authors; Chapter 1: Introduction; Part One: Descriptive Statistics; Part Two: Basic Probability Theory; Part Three: Inductive Statistics; Part Four: Multivariate Linear Regression Analysis; Appendix A: Important Functions and Their Features; Appendix B: Fundamentals of Matrix Operations and Concepts; Appendix C: Binomial and Multinomial Coefficients; Appendix D: Application of the Log-Normal Distribution to the Pricing of Call Options; References; Index.
"A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm understanding of this discipline. Probability and Statistics for Finance addresses this issue by showing you how to apply quantitative methods to portfolios, and in all matter of your practices, in a clear, concise manner. Informative and accessible, this guide starts off with the basics and builds to an intermediate level of mastery. Outlines an array of topics in probability and statistics and how to apply them in the world of finance. Includes detailed discussions of descriptive statistics, basic probability theory, inductive statistics, and multivariate analysis. Offers real-world illustrations of the issues addressed throughout the text. The authors cover a wide range of topics in this book, which can be used by all finance professionals as well as students aspiring to enter the field of finance"-- Provided by publisher.
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