Probability and statistics for finance [[electronic resource] /] / Svetlozar T. Rachev ... [et al.]
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| Autore: |
CFA Frank
|
| Titolo: |
Probability and statistics for finance [[electronic resource] /] / Svetlozar T. Rachev ... [et al.]
|
| Pubblicazione: | Hoboken, NJ, : Wiley, 2010 |
| Edizione: | 1st edition |
| Descrizione fisica: | 1 online resource (675 p.) |
| Disciplina: | 332.01/5195 |
| 332.015195 | |
| Soggetto topico: | Finance - Statistical methods |
| Statistics | |
| Probability measures | |
| Multivariate analysis | |
| Soggetto genere / forma: | Electronic books. |
| Altri autori: |
RachevS. T (Svetlozar Todorov)
|
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 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 |
| Sommario/riassunto: | 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 and Statistics for Finance addresses this issue by showing you how to apply quantitative methods to portfolios, and in all matter of your practices, in a clear, concise manner. Informative and accessible, this guide starts off with the bas |
| Titolo autorizzato: | Probability and statistics for finance |
| ISBN: | 0-470-90632-4 |
| 1-282-77355-0 | |
| 9786612773556 | |
| 1-118-26791-5 | |
| 0-470-90630-8 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910140803203321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Frank J. Fabozzi series ; ; 176.