Statistics and Finance

Statistics and Finance

4.11 - 1251 ratings - Source

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.However, the Hill plot is not always helpful for choosing c because a region of stability is often not seen in the plot. The problem is that a Pareto tail does not mean that the tail is exactly like that of a Pareto distribution since L is only slowly anbsp;...

Title:Statistics and Finance
Author: David Ruppert
Publisher:Springer Science & Business Media - 2004-03-30

You must register with us as either a Registered User before you can Download this Book. You'll be greeted by a simple sign-up page.

Once you have finished the sign-up process, you will be redirected to your download Book page.

How it works:
  • 1. Register a free 1 month Trial Account.
  • 2. Download as many books as you like (Personal use)
  • 3. Cancel the membership at any time if not satisfied.

Click button below to register and download Ebook
Privacy Policy | Contact | DMCA