Probability and Statistics for Finance - Rilegato

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

Rilegato

ISBN 10: 0470400935 ISBN 13: 9780470400937

Casa editrice: John Wiley & Sons Inc, 2010

Riassunto

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.

Su questo libro

Informazioni sugli autori

SVETLOZAR T. RACHEV, PhD, DSC, is Chair Professor at the University of Karlsruhe in the School of Economics and Business Engineering, and Professor Emeritus at the University of California, Santa Barbara, in the Department of Statistics and Applied Probability. He was cofounder of Bravo Risk Management Group, acquired by FinAnalytica, where he currently serves as Chief Scientist.

MARKUS HÖCHSTÖTTER, PhD, is an Assistant Professor in the Department of Econometrics and Statistics, University of Karlsruhe.

FRANK J. FABOZZI, PhD, CFA, CPA, is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the Journal of Portfolio Management. He is an Affiliated Professor at the University of Karlsruhe's Institute of Statistics, Econometrics and Mathematical Finance, and is on the Advisory Council for the Department of Operations Research and Financial Engineering at Princeton University.

SERGIO M. FOCARDI, PhD, is a Professor of Finance at EDHEC Business School and founding partner of the Paris-based consulting firm Intertek Group plc.

Svetlozar T. Rachev, Phd, DSc, is chair Professor at the University of Karlsruhe in the School of Economics and Business Engineering, and Professor Emeritus at the University of California, Santa Barbara, in the Department of Statistics and Applied Probability. He was cofounder of Bravo Risk Management Group, acquired by FinAnalytica, where he currently serves as Chief Scientist.
Markus Hochstotter, PHD, is an Assistant Professor in the Department of Econometrics and Statistics, University of Karlsruhe.
Frank J. Fabozzi, PHD, CFA, CPA, is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the Journal of Portfolio Management. He is an Affiliated Professor at the University of Karlsruhe's Institute of Statistics, Econometrics and Mathematical Finance, and is on the Advisory Council for the Department of Operations Research and Financial Engineering at Princeton University.
Sergio M. Focardi, PHD, is a Professor of Finance at EDHEC Business School and founding partner of the Paris-based consulting firm Intertek Group plc.

Dalla quarta di copertina

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.

Dettagli dell'edizione

• Editore: John Wiley & Sons Inc
• Data di pubblicazione: 2010
• Lingua: Inglese
• ISBN 10: 0470400935
• ISBN 13: 9780470400937
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 654
• Contatto del produttore: non disponibile
• Persona responsabile: Buchpark GmbH; gpsr@buchpark.de; ; Krügerweg 1; Trebbin; Brandenburg; 14959; Germania