Statistics and Finance

Statistics and Finance

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Emphasizing the applications of statistics and probability to finance, this book reviews the basics of probability and statistics, and introduces advanced topics in statistics, such as regression, ARMA and GARCH models, and others. It covers the classical methods of finance such as portfolio theory, CAPM, and the Black-Scholes formula.However, the Hill plot is not always helpful for choosing c because a region of stability is often not seen in the plot. The problem is that a Pareto tail does not mean that the tail is exactly like that of a Pareto distribution since L is only slowly anbsp;...


Title:Statistics and Finance
Author: David Ruppert
Publisher:Springer Science & Business Media - 2004-03-30
ISBN-13:

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