Rachev / Hoechstoetter / Fabozzi Probability and Statistics for Finance

1. Auflage 2010
ISBN: 978-0-470-90630-9
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 672 Seiten, E-Book

Reihe: Frank J. Fabozzi Series

A comprehensive look at how probability and statistics is appliedto the investment process
Finance has become increasingly more quantitative, drawing ontechniques in probability and statistics that many financepractitioners 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 issueby showing you how to apply quantitative methods to portfolios, andin all matter of your practices, in a clear, concise manner.Informative and accessible, this guide starts off with the basicsand builds to an intermediate level of mastery.
* Outlines an array of topics inprobability and statistics and how to apply them in the world offinance
* Includes detailed discussions ofdescriptive statistics, basic probability theory, inductivestatistics, and multivariate analysis
* Offers real-world illustrations of theissues addressed throughout the text
The authors cover a wide range of topics in this book, which can beused by all finance professionals as well as students aspiring toenter the field of finance.

Autoren/Hrsg.

Rachev, Svetlozar T.

Hoechstoetter, Markus

Fabozzi, Frank J.

Focardi, Sergio M.

Über Autor(innen)

SVETLOZAR T. RACHEV, PhD, DSC, is Chair Professor at theUniversity of Karlsruhe in the School of Economics and BusinessEngineering, and Professor Emeritus at the University ofCalifornia, Santa Barbara, in the Department of Statistics andApplied Probability. He was cofounder of Bravo Risk ManagementGroup, acquired by FinAnalytica, where he currently serves as ChiefScientist.
MARKUS HÖCHSTÖTTER, PhD, is an Assistant Professor inthe Department of Econometrics and Statistics, University ofKarlsruhe.
FRANK J. FABOZZI, PhD, CFA, CPA, is Professor in the Practice ofFinance and Becton Fellow at the Yale School of Management andEditor of the Journal of Portfolio Management. He is an AffiliatedProfessor at the University of Karlsruhe's Institute of Statistics,Econometrics and Mathematical Finance, and is on the AdvisoryCouncil for the Department of Operations Research and FinancialEngineering at Princeton University.
SERGIO M. FOCARDI, PhD, is a Professor of Finance at EDHECBusiness School and founding partner of the Paris-based consultingfirm Intertek Group plc.