STAT - Statistics and Probability
We have a dedicated site for Germany. 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 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 such as portfolio theory, CAPM, and the Black-Scholes formula, and it introduces the somewhat newer area of behavioral finance.
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The book will serve as a text in courses aimed at advanced undergraduates and masters students in statistics, engineering, and applied mathematics as well as quantitatively oriented MBA students. Those in the finance industry wishing to know more statistics could also use it for self-study.
David Ruppert is the Andrew Schultz, Jr.
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He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics and a winner of the Wilcoxon Prize for the best practical applications paper in Technometrics. He has published over 80 scientific papers and three books, Transformation and Weighting in Regression, Measurement Error in Nonlinear Models, and Semiparametric Regression. If you have any interest or involvement with statistics in financial applications, I recommend this book to you.
The book is well-written and clear For the statistician, this is a very good book to peruse, because it presumes no background in finance. Here the financial concepts are fully explained …. If you have any interest in or involvement with statistics in financial applications, I recommend this book to you.
The emphasis is on concepts rather than mathematics, and several examples are given as illustration. This book should be a valuable resource for those who are interested in the applications of probability and statistics to finance, and I believe that it will be a very useful addition to any scholarly library. Ruppert's book succeeds at presenting this classic material in a concises, readable way that is suitable for a wide audience including undergraduate business, economics, and statistics majors, MBA students, and master's level engineering students.
But it can also be used for self-study. It is … suited as a text for an introduction to Statistics and Finance in a more applied department, e.
Probability & Statistics - Engineers & Scientists
Industrial Engineering or Operations Research. It is also useful as a source for additional teaching material. David Ruppert knows how to hold the interest of his readers. Jordan Groups Higham Handbook of Writing for the Mathematical Sciences James and D.
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