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Statistics and Finance (Ruppert)

 
 Author(s)  David Ruppert
 Title  Statistics and Finance - An Introduction
 Edition  
 Year  2004
 Publisher  Springer
 ISBN  0-387-20270-6
 Website  www.springer.com
 book link
 




Table of Contents

Introduction.
Probability and Statistical Models.
Returns.
Time Series Models.
Portfolio Theory.
Regression.
The Capital Asset Pricing Model.
Options Pricing.
Fixed Income Securities.
Resampling.
Value-at-Risk.
GARCH models.
Nonparametric Regression and Splines.
Behavioral Finance.




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