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.
A propos de l’auteur
SVETLOZAR T. RACHEV, Ph D, 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 Fin Analytica, where he currently serves as Chief
Scientist.
MARKUS HÖCHSTÖTTER, Ph D, is an Assistant Professor in
the Department of Econometrics and Statistics, University of
Karlsruhe.
FRANK J. FABOZZI, Ph D, 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, Ph D, is a Professor of Finance at EDHEC
Business School and founding partner of the Paris-based consulting
firm Intertek Group plc.
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