Emphasizing the applications of statistics and probability to finance, this book reviews the basics of probability and statistics, and introduces advanced topics in statistics, such as regression, ARMA and GARCH models, and others. It covers the classical methods of finance such as portfolio theory, CAPM, and the Black-Scholes formula.The book serves as a text in courses, and those in the finance industry can use it for self-study. This textbook emphasizes the applications of statistics and probability to finance.

Title | : | Statistics and Finance |

Author | : | David Ruppert |

Publisher | : | Springer Science & Business Media - 2004-03-30 |

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