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Record Nr. |
UNINA9910140803203321 |
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Autore |
CFA Frank |
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Titolo |
Probability and statistics for finance [[electronic resource] /] / Svetlozar T. Rachev ... [et al.] |
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Pubbl/distr/stampa |
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Hoboken, NJ, : Wiley, 2010 |
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ISBN |
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0-470-90632-4 |
1-282-77355-0 |
9786612773556 |
1-118-26791-5 |
0-470-90630-8 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (675 p.) |
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Collana |
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The Frank J. Fabozzi series ; ; 176 |
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Altri autori (Persone) |
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RachevS. T (Svetlozar Todorov) |
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Disciplina |
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Soggetti |
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Finance - Statistical methods |
Statistics |
Probability measures |
Multivariate analysis |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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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 |
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