Sergio M. Focardi

Probability and Statistics for Finance

Ebook (EPUB Format)

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 de… Mehr

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Produktdetails

Weitere Autoren: Fabozzi, Frank J. / Rachev, Svetlozar T. / Hoechstoetter, Markus

ISBN: 978-0-470-90632-3
EAN: 9780470906323
Produktnummer: 13816295
Verlag: Wiley
Sprache: Englisch
Erscheinungsjahr: 2010
Seitenangabe: 672 S.
Plattform: EPUB
Masse: 8'311 KB

Über den Autor

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 HÖCHSTÖTTER, 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.