Statistics and finance An introduction

Bibliographic Details
Main Author: Ruppert, David
Format: Book
Language:English
Published: New York Springer 2004
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