Probability and Statistics for Finance

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Svetlozar T. Rachev (University of California, Santa Barbara) Markus Hoechstoetter

Probability and Statistics for Finance

Svetlozar T. Rachev (University of California, Santa Barbara), Markus Hoechstoetter, Frank J. Fabozzi (School of Management, Yale University) , Sergio M. Focardi

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English

John Wiley & Sons Ltd
23 August 2010

Finance & accounting; Finance; Probability & statistics

Series: Frank J. Fabozzi Series

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.

By: Svetlozar T. Rachev (University of California Santa Barbara), Markus Hoechstoetter, Frank J. Fabozzi (School of Management, Yale University), Sergio M. Focardi
Imprint: John Wiley & Sons Ltd
Country of Publication: United States
Dimensions: Height: 236mm, Width: 160mm, Spine: 51mm
Weight: 939g
ISBN: 9780470400937
ISBN 10: 0470400935
Series: Frank J. Fabozzi Series
Pages: 672
Publication Date: 23 August 2010
Audience: Professional and scholarly , Undergraduate
Format: Hardback
Publisher's Status: Active

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 HOECHSTOETTER, 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.