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Probability and statistics for finance / Svetlozar T. Rachev ... [et al.].
- Format:
- Book
- Series:
- Frank J. Fabozzi series ; 176.
- The Frank J. Fabozzi series ; 176
- Language:
- English
- Subjects (All):
- Finance--Statistical methods.
- Finance.
- Statistics.
- Probability measures.
- Multivariate analysis.
- Physical Description:
- 1 online resource (675 p.)
- Edition:
- 1st edition
- Place of Publication:
- Hoboken, NJ : Wiley, 2010.
- Language Note:
- English
- System Details:
- text file
- Summary:
- 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 bas
- Contents:
- 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
- Notes:
- Description based upon print version of record.
- Includes bibliographical references and index.
- ISBN:
- 9786612773556
- 9780470906323
- 0470906324
- 9781282773554
- 1282773550
- 9781118267912
- 1118267915
- 9780470906309
- 0470906308
- OCLC:
- 773301038
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