Statistics & Finance [Ruppert] 9788181282194

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.

頁數：482
版次：第1版
年份：2004年
規格：平裝/單色
ISBN：9788181282194

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.Resamp.
11.Value-At-Risk.
12.GARCH Models.
13.Nonparametric Regression and Splines.
14.Behavioral Finance.