Probability and Statistics for Finance - Couverture rigide

Rachev, Svetlozar T.; Hoechstoetter, Markus; Fabozzi, Frank J.; Focardi, Sergio M.

Couverture rigide

ISBN 10 : 0470400935 ISBN 13 : 9780470400937

Editeur : John Wiley & Sons Inc, 2010

Synopsis

Book by Fabozzi Sergio M Focardi Svetlozar T Rachev Markus

A propos du livre

Quatrième de couverture :

The recent upheaval of the global financial system has enhanced the need for improved statistical tools for financial modeling and analysis. To fill that need, expert authors Svetlozar Rachev, Markus Höchstötter, Frank Fabozzi, and Sergio Focardi have written Probability and Statistics for Finance.

Filled with in–depth insights and practical advice, this book guides readers from the basic elements of probability and statistics to the most advanced topics. Along the way, it covers everything from the application of probability to portfolio management, asset pricing, risk management, and credit risk modeling to probability distributions that deal with extreme events and statistical measures.

This book:

• Outlines an array of topics in probability and statistics and how to apply them in the world of finance

• Offers detailed discussions of descriptive statistics, basic probability theory, inductive statistics, and multivariate analysis

• Provides real–world illustrations of the issues addressed throughout the text

• And much more

Written with financial professionals, academics, and aspiring students in mind, Probability and Statistics for Finance has what you need to stay current and succeed in this fast–moving field.

Présentation de l'éditeur :

A comprehensive look at how probability and statistics is applied to the investment process

Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm understanding of this discipline.
Probability and Statistics for Finance addresses this issue by showing you how to apply quantitative methods to portfolios, and in all matter of your practices, in a clear, concise manner. Informative and accessible, this guide starts off with the basics and builds to an intermediate level of mastery.
    Outlines an array of topics in probability and statistics and how to apply them in the world of finance
    Includes detailed discussions of descriptive statistics, basic probability theory, inductive statistics, and multivariate analysis
    Offers real–world illustrations of the issues addressed throughout the text
The authors cover a wide range of topics in this book, which can be used by all finance professionals as well as students aspiring to enter the field of finance.

À propos de cette édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 2010
• ISBN 10: 0470400935
• ISBN 13: 9780470400937
• Reliure: Relié
• Nombre de pages: 672