Statistics and Finance
David Ruppert
Springer-Verlag New York Inc., 2004
232,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780387202709
- ISBN-10
- 0387202706
- Publisher
- Springer-Verlag New York Inc.
- Year
- 2004
- Publication date
- 2004-03-30
- Pages
- 474
- Dimensions
- 245x166x35
- Weight
- 936