Statistics and finance An introduction
Main Author: | |
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Format: | Book |
Language: | English |
Published: |
New York
Springer
2004
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Subjects: |
Table of Contents:
- Probability and statistical models, REturns, Time series models, Portfolio theory, Regression, Capital asset pricing model, Options pricing, Fixed income securities, Resampling, Value at risk, GARCH models, Nonparametric regression and splines, Behavioral finance