Statistics and finance: an introduction
Auteur :
Ruppert, David
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9780387202709
Date de publication :
30 mars 2004
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
This textbook emphasizes the applications of statistics and probability to finance. The basics of probability and statistics 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.