Probability and statistics for finance, Svetlozar T. Rachev ... [et al.]
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The instance Probability and statistics for finance, Svetlozar T. Rachev ... [et al.] represents a material embodiment of a distinct intellectual or artistic creation found in Massey University Library, University of New Zealand.
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Probability and statistics for finance, Svetlozar T. Rachev ... [et al.]
Resource Information
The instance Probability and statistics for finance, Svetlozar T. Rachev ... [et al.] represents a material embodiment of a distinct intellectual or artistic creation found in Massey University Library, University of New Zealand.
- Label
- Probability and statistics for finance, Svetlozar T. Rachev ... [et al.]
- Statement of responsibility
- Svetlozar T. Rachev ... [et al.]
- Bibliography note
- Includes bibliographical references and index
- Contents
- ch. 1 Introduction -- Probability vs. Statistics -- Overview of the Book -- pt. ONE Descrlptive Statistics -- ch. 2 Basic Data Analysis -- ch. 3 Measures of Location and Spread -- ch. 4 Graphical Representation of Data -- ch. 5 Multivariate Varlables and Distributions -- ch. 6 Introduction to Regression Analysis -- ch. 7 Introduction to Time Series Analysis -- pt. TWO Basic Probability Theory -- ch. 8 Concepts of Probability Theory -- ch. 9 Discrete Probability Distributions -- ch. 10 Continuous Probability Distributions -- ch. 11 Continuous Probability Distributions with Appealing Statistical Properties -- ch. 12 Continuous Probability Distributions Dealling with Extreme Events -- Generalized Extreme Value Distribution -- Generalized Pareto Distribution -- Normal Inverse Gaussian Distribution -- ch. 13 Paramenters of Location and Scale of Random Variables -- ch. 14 Joint Probability Distributions -- ch. 15 Conditional Probability and Bayer' Rule -- ch. 16 Copula and Dependence Measures -- ch. 17 Point Estimators -- ch. 18 Confidence Intervals -- ch. 19 Hypothesis Testing -- ch. 20 Estimates and Diagnostics for Multivariast Linear Regression Analysis -- ch. 21 Designing and Building a Multivariate Linear Regression Model -- ch. 22 Testing the Assumptions of the Multivariate Linear Regression Model -- APPENDIX A Important Functions and Their Features -- APPENDIX B Fundamentals of Matrix Operations and Concepts -- APPENDIX C Binomial and Multinomial Coetficients -- APPENDIX D Application of the Log-Normal Distribution to the Pricing of Call Options
- Control code
- 13536872
- Dimensions
- 24 cm
- Extent
- xviii, 654 p.
- Isbn
- 9780470400937
- Isbn Type
- (hardback)
- Lccn
- 2010027030
- Other physical details
- ill.
- Record ID
- .b24270945
- System control number
-
- (NZ-ATU)1471325
- (OCoLC)503076046
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.massey.ac.nz/resource/C-OO_PgOPSY/" typeof="Book http://bibfra.me/vocab/lite/Instance"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.massey.ac.nz/resource/C-OO_PgOPSY/">Probability and statistics for finance, Svetlozar T. Rachev ... [et al.]</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.massey.ac.nz/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.massey.ac.nz/">Massey University Library, University of New Zealand</a></span></span></span></span></div>
