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001			13400530
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008			200128b xxu||||| |||| 00| 0 eng d
010			_a 2003063814
020			_a9781493970797 (pbk.) _c€103.99
020			_a0387202706 (alk. paper)
040			_aDLC _cDLC _dDLC
042			_apcc
082	0	0	_a332.015195 _222
100	1		_aRuppert, David, _d1948-
245	1	0	_aStatistics and finance : _ban introduction / _cDavid Ruppert.
260			_aNew York : _bSpringer, _cc2004.
300			_axx, 473 p. : _bill. ; _c25 cm.
365			_aEUR _b€103.99 _c€ _d1 EUR = 82.6 INR
440		0	_aSpringer texts in statistics
504			_aIncludes bibliographical references and index.
505			_aIntroduction. 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			_aThis 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	_aFinance _xStatistical methods.
650		0	_aStatistics.
856	4	2	_3Publisher description _uhttps://www.springer.com/gp/book/9780387202709
856	4	1	_3Table of contents only _uhttps://www.springer.com/gp/book/9780387202709
906			_a7 _bcbc _corignew _d1 _eocip _f20 _gy-gencatlg
942			_2ddc _cM
999			_c12777 _d12777