Please note that the standard 14-day cancellation right terminates upon receiving access to the e-book.
Product description
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.
Details
- ISBN13 9781441968760
- Released 2014
- Publisher Springer
- Format Elektronisk medie
- Language English