Introduction to Probability and Statistics for Science, Engineering, and Finance
PDF
 eBook:Introduction to Probability and Statistics for Science, Engineering, and Finance
 Author:Walter A. Rosenkrantz
 Edition:1 edition
 Categories:
 Data:July 10, 2008
 ISBN:1584888121
 ISBN13:9781584888123
 Language:English
 Pages:680 pages
 Format:PDF
 Applications of standard statistical concepts and methods to the analysis and interpretation of financial data, such as risks and returns
 Cox–Ross–Rubinstein (CRR) model, also called the binomial lattice model, of stock price fluctuations
 An application of the central limit theorem to the CRR model that yields the lognormal distribution for stock prices and the famous Black–Scholes option pricing formula
 An introduction to modern portfolio theory
 Meanstandard deviation diagram of a collection of portfolios
 Computing a stock’s betavia simple linear regression

Content
2. Probability Theory
3. Discrete Random Variables and Their Distribution Functions
4. Continuous Random Variables and Their Distribution Functions
5. Multivariate Probability Distributions
6. Sampling Distribution Theory
7. Point and Interval Estimation
8. Hypothesis Testing
9. Statistical Analysis of Categorical Data
10. Linear Regression and Correlation
11. Multiple Linear Regression
12. Single Factor Experiments: Analysis of Variance
13. Design and Analysis of MultiFactor Experiments
14. Statistical Quality Control
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