Introduction to Probability And Statistics for Science, Engineering And Finance - Couverture rigide

Rosenkrantz, Walter A.

 
9781584888123: Introduction to Probability And Statistics for Science, Engineering And Finance
Couverture rigide
ISBN 10 : 1584888121 ISBN 13 : 9781584888123
Editeur : Chapman & Hall/CRC, 2008

Synopsis

Integrating interesting and widely used concepts of financial engineering into traditional statistics courses, Introduction to Probability and Statistics for Science, Engineering, and Finance illustrates the role and scope of statistics and probability in various fields.

The text first introduces the basics needed to understand and create tables and graphs produced by standard statistical software packages, such as Minitab, SAS, and JMP. It then takes students through the traditional topics of a first course in statistics. Novel features include:

  • Applications of standard statistical concepts and methods to the analysis and interpretation of financial data, such as risks and returns
  • Cox-Ross-Rubinstein (CRR) model, also called the binomial lattice model, of stock price fluctuations
  • An application of the central limit theorem to the CRR model that yields the lognormal distribution for stock prices and the famous Black-Scholes option pricing formula
  • An introduction to modern portfolio theory
  • Mean-standard deviation diagram of a collection of portfolios
  • Computing a stock's betavia simple linear regression

    • As soon as he develops the statistical concepts, the author presents applications to engineering, such as queuing theory, reliability theory, and acceptance sampling; computer science; public health; and finance. Using both statistical software packages and scientific calculators, he reinforces fundamental concepts with numerous examples.

    Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

    À propos de l?auteur

    Walter A. Rosenkrantz

    Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

    Éditeur
    Chapman & Hall/CRC
    Date d'édition
    2008
    Langue
    anglais
    ISBN 10 
    1584888121
    ISBN 13 
    9781584888123
    Reliure
    Relié
    Nombre de pages
    680
    Coordonnées du fabricant
    non disponible
    Personne responsable
    non disponible

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    9781032477787: Introduction to Probability and Statistics for Science, Engineering, and Finance

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    ISBN 10 :  1032477784 ISBN 13 :  9781032477787
    Editeur : Chapman and Hall/CRC, 2023
    Couverture souple