Probability And Statistics For Finance
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Probability And Statistics For Finance
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Author : Svetlozar T. Rachev
language : en
Publisher: John Wiley & Sons
Release Date : 2010-09-07
Probability And Statistics For Finance written by Svetlozar T. Rachev and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-09-07 with Business & Economics categories.
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.
Statistics For Finance
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Author : Erik Lindström
language : en
Publisher: CRC Press
Release Date : 2018-09-03
Statistics For Finance written by Erik Lindström and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-03 with Business & Economics categories.
Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, Itō’s formula, the Black–Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more. This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students’ financial reasoning skills.
Probability And Finance
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Author : Glenn Shafer
language : en
Publisher: John Wiley & Sons
Release Date : 2005-02-25
Probability And Finance written by Glenn Shafer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-02-25 with Business & Economics categories.
Provides a foundation for probability based on game theory rather than measure theory. A strong philosophical approach with practical applications. Presents in-depth coverage of classical probability theory as well as new theory.
Statistics Of Financial Markets
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Author : Jürgen Franke
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-01-08
Statistics Of Financial Markets written by Jürgen Franke and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-08 with Business & Economics categories.
Readers will find that, refreshingly, this text presents in a vivid yet concise style the necessary statistical and mathematical background for financial engineers. The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic. For the second edition the book has been updated and extensively revised. Several new topics have been included, such as a chapter on credit risk management.
Introduction To Probability And Statistics For Science Engineering And Finance
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Author : Walter A. Rosenkrantz
language : en
Publisher: CRC Press
Release Date : 2008-07-10
Introduction To Probability And Statistics For Science Engineering And Finance written by Walter A. Rosenkrantz and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-07-10 with Mathematics categories.
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
Statistics And Finance
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Author : David Ruppert
language : en
Publisher: Springer
Release Date : 2014-02-26
Statistics And Finance written by David Ruppert and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-26 with Business & Economics categories.
This 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.
Statistics For Business And Financial Economics 2nd Edition
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Author : Cheng Few Lee
language : en
Publisher: World Scientific Publishing Company
Release Date : 1999-08-16
Statistics For Business And Financial Economics 2nd Edition written by Cheng Few Lee and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-08-16 with Mathematics categories.
News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University).This is an extensively revised edition of a popular statistics textbook for business and economics students. The first edition has been adopted by universities and colleges worldwide, including New York University, Carnegie Mellon University and UCLA.Designed for upper-level undergraduates, MBA and other graduate students, this book closely integrates various statistical techniques with concepts from business, economics and finance and clearly demonstrates the power of statistical methods in the real world of business. While maintaining the essence of the first edition, the new edition places more emphasis on finance, economics and accounting concepts with updated sample data. Students will find this book very accessible with its straightforward language, ample cases, examples, illustrations and real-life applications. The book is also useful for financial analysts and portfolio managers.
A Course On Statistics For Finance
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Author : Stanley L. Sclove
language : en
Publisher: CRC Press
Release Date : 2012-12-06
A Course On Statistics For Finance written by Stanley L. Sclove and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Taking a data-driven approach, A Course on Statistics for Finance presents statistical methods for financial investment analysis. The author introduces regression analysis, time series analysis, and multivariate analysis step by step using models and methods from finance. The book begins with a review of basic statistics, including descriptive statistics, kinds of variables, and types of data sets. It then discusses regression analysis in general terms and in terms of financial investment models, such as the capital asset pricing model and the Fama/French model. It also describes mean-variance portfolio analysis and concludes with a focus on time series analysis. Providing the connection between elementary statistics courses and quantitative finance courses, this text helps both existing and future quants improve their data analysis skills and better understand the modeling process.
Game Theoretic Foundations For Probability And Finance
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Author : Glenn Shafer
language : en
Publisher: John Wiley & Sons
Release Date : 2019-03-21
Game Theoretic Foundations For Probability And Finance written by Glenn Shafer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-21 with Business & Economics categories.
Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk’s Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further research, Game-Theoretic Foundations for Probability and Finance presents a mature view of the foundational role game theory can play. Its account of probability theory opens the way to new methods of prediction and testing and makes many statistical methods more transparent and widely usable. Its contributions to finance theory include purely game-theoretic accounts of Ito’s stochastic calculus, the capital asset pricing model, the equity premium, and portfolio theory. Game-Theoretic Foundations for Probability and Finance is a book of research. It is also a teaching resource. Each chapter is supplemented with carefully designed exercises and notes relating the new theory to its historical context. Praise from early readers “Ever since Kolmogorov's Grundbegriffe, the standard mathematical treatment of probability theory has been measure-theoretic. In this ground-breaking work, Shafer and Vovk give a game-theoretic foundation instead. While being just as rigorous, the game-theoretic approach allows for vast and useful generalizations of classical measure-theoretic results, while also giving rise to new, radical ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors set out their theory in great detail, resulting in what is definitely one of the most important books on the foundations of probability to have appeared in the last few decades.” – Peter Grünwald, CWI and University of Leiden “Shafer and Vovk have thoroughly re-written their 2001 book on the game-theoretic foundations for probability and for finance. They have included an account of the tremendous growth that has occurred since, in the game-theoretic and pathwise approaches to stochastic analysis and in their applications to continuous-time finance. This new book will undoubtedly spur a better understanding of the foundations of these very important fields, and we should all be grateful to its authors.” – Ioannis Karatzas, Columbia University
Probability For Finance
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Author : Jan Malczak
language : en
Publisher: Cambridge University Press
Release Date : 2014
Probability For Finance written by Jan Malczak and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Business & Economics categories.
A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance.