Rachev, Svetlozar T. Primary Author Fabozzi, Frank J. Additional Author Focardi, Sergio M. Additional Author Hochstotter, Markus Additional Author mixed material bibliography New Jersey John Wiley & Sons 2010 en English

Printed Material

xvii, 654 p. : ill., tabs., index., app. ; 24 cm. 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. Finance Statistical methods Multivariate analysis Probability EA/UA 9780470400937 Perpustakaan - Sekolah Tinggi Manajemen PPM Pusat Informasi Manajemen EA/UA Pro 35125 Short Loan (Short Loan) EA/UA Pro 38062 2011-06-10 00:00:00 2022-10-13 08:52:31 machine generated