Statistics and finance : (Record no. 12777)
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| 001 - CONTROL NUMBER | |
| control field | 13400530 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200128155616.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 200128b xxu||||| |||| 00| 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2003063814 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781493970797 (pbk.) |
| Terms of availability | €103.99 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0387202706 (alk. paper) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | DLC |
| Modifying agency | DLC |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.015195 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ruppert, David, |
| Dates associated with a name | 1948- |
| 245 10 - TITLE STATEMENT | |
| Title | Statistics and finance : |
| Remainder of title | an introduction / |
| Statement of responsibility, etc. | David Ruppert. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New York : |
| Name of publisher, distributor, etc. | Springer, |
| Date of publication, distribution, etc. | c2004. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xx, 473 p. : |
| Other physical details | ill. ; |
| Dimensions | 25 cm. |
| 365 ## - TRADE PRICE | |
| Price type code | EUR |
| Price amount | €103.99 |
| Currency code | € |
| Unit of pricing | 1 EUR = 82.6 INR |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Springer texts in statistics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction. Probability and Statistical Models. Returns. Time Series Models. Portfolio Theory. Regression. The Capital Asset Pricing Model. Options Pricing. Fixed Income Securities. Resampling. Value-At-Risk. GARCH Models. Nonparametric Regression and Splines. Behavioral Finance. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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. 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 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. Professor of Engineering, School of Operations Research and Industrial Engineering, Cornell University. He received a PhD in Statistics from Michigan State University in 1977 and taught for ten years in the Department of Statistics at the University of North Carolina at Chapel Hill. 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 is former Editor of the Institute of Mathematical Statistics's Lecture Notes-Monographs Series, former Associate Editor of The American Statistician and The Annals of Statistics, and currently Associate Editor of Biometrics and The Journal of the American Statistical Associate. He has published over 80 scientific papers and three books, Transformation and Weighting in Regression, Measurement Error in Nonlinear Models, and Semiparametric Regression. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance |
| General subdivision | Statistical methods. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Statistics. |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Publisher description |
| Uniform Resource Identifier | https://www.springer.com/gp/book/9780387202709 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Table of contents only |
| Uniform Resource Identifier | https://www.springer.com/gp/book/9780387202709 |
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| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Monograph |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Materials specified (bound volume or other part) | Damaged status | Not for loan | Permanent Location | Current Location | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Inventory number | Total Checkouts | Full call number | Barcode | Date last seen | Date last checked out | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| pbk. | Indian Institute of Management Udaipur | Indian Institute of Management Udaipur | A5/1 | 2020-01-28 | 20 | 1244.00 | HYD8-15913685 - 15/01/2020 | 2 | 332.015195 | 005024 | 2022-01-19 | 2021-07-07 | 1 | 8589.55 | 2020-01-28 | Monograph |