Statistics and Finance An Introduction
This textbook emphasizes the applications of statistics and probability to finance. Students are assumed to have had a prior course in statistics, but no background in finance or economics. The basics of probability and statistics are reviewed and more ad
- PDF / 3,842,441 Bytes
- 488 Pages / 439.37 x 666.142 pts Page_size
- 114 Downloads / 645 Views
Stephen Fienberg
Ingram Olkin
Springer Science+Business Media, LLC
Springer Texts in Statistics Alfred: Elements of Statistics for the Life and Social Sciences Berger: Introduction to Probability and Stochastic Processes, Second Edition Bilodeau and Brenner: Theory of Multivariate Statistics Blom: Probability and Statistics: Theory and Applications Brockwell and Davis: An Introduction to Time Series and Forecasting Carmona: Statistical Analysis of Financial Data in S-Plus Chow and Teicher: Probability Theory: Independence, Interchangeability, Martingales, Third Edition Christensen: Advanced Linear Modeling: Multivariate, Times Series, and Spatial Data; Nonparametric Regression and Response Surface Maximization, Second Edition Christensen: Log-Linear Models and Logistic Regression, Second Edition Christensen: Plane Answers to Complex Questions: The Theory of Linear Models, Second Edition Creighton: A First Course in Probability Models and Statistical Inference Davis: Statistical Methods for the Analysis of Repeated Measurements Dean and Voss: Design and Analysis of Experiments Dekking, Kraaikamp, Lopuhaä, and Meester: A Modern Introduction to Probability and Statistics du Toit, Steyn, and Stumpf: Graphical Exploratory Data Analysis Durrett: Essential of Stochastic Processes Edwards: Introduction to Graphical Modeling, Second Edition Everitt: An R and S-PLUS® Companion to Multivariate Analysis Finkelstein and Levin: Statistics for Lawyers Flury: A First Course in Multivariate Statistics Gut: Probability: A Graduate Course Heiberger and Holland: Statistical Analysis and Data Display: An Intermediate Course with Examples in S-PLUS, R, and SAS Jobson: Applied Multivariate Data Analysis, Volume I: Regression and Experimental Design Jobson: Applied Multivariate Data Analysis, Volume II: Categorical and Multivariate Methods Kalbfleisch: Probability and Statistical Inference, Volume I: Probability, Second Edition Kalbfleisch: Probability and Statistical Inference, Volume II: Statistical Interference, Second Edition Karr: Probability Keyfitz: Applied Mathematical Demography, Second Edition Kiefer: Introduction to Statistical Inference Kokoska and Nevison: Statistical Tables and Formulae Kulkarni: Modeling, Analysis, Design, and Control of Stochastic Systems Lange: Applied Probability Lange: Optimization (continued after index)
David Ruppert
Statistics and Finance An Introduction
David Ruppert School of Operations Research and Industrial Engineering Cornell University Ithaca, NY 14853-3801 USA [email protected] Editorial Board George Casella Department of Statistics University of Florida Gainesville, FL 32611-8545 USA
Stephen Fienberg Department of Statistics Carnegie Mellon University Pittsburgh, PA 15213-3890 USA
Ingram Olkin Department of Statistics Stanford University Stanford, CA 94305 USA
Library of Congress Cataloging-in-Publication Data Ruppert, David. Statistics and finance: an introduction / David Ruppert. p. cm.—(Springer texts in statistics) Includes bibliographical references and index. ISBN 978-1-4757
Data Loading...
