This book emphasizes the applications of statistics and probability to finance. The basics of these subjects 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. The book covers the classical methods of finance and it introduces the newer area of behavioral finance. Applications and use of MATLAB and SAS software are stressed. The book will serve as a text in courses aimed at advanced undergraduates and masters students. Those in the finance industry can use it for self-study.
- ISBN10 1475765843
- ISBN13 9781475765847
- Publish Date 17 September 2013 (first published 6 June 2006)
- Publish Status Out of Print
- Out of Print 11 September 2014
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Edition Softcover reprint of the original 1st ed. 2004
- Format Paperback
- Pages 496
- Language English