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Introduction to Probability and Statistics for Science, Engineering and Finance.

Introduction to Probability and Statistics for Science, Engineering and Finance. 科学・工学・金融のための確率・統計学入門

・ISBN 978-1-58488-812-3 2009 hard with CD-ROM GB£ 103.99

￥32,943.- (税込) ※（※）価格はご注文時の参考価格となります。
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・ISBN 978-1-032-47778-7 2023 paper GB£ 51.99

￥16,470.- (税込) ※（※）価格はご注文時の参考価格となります。
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-429-14204-8

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著者・編者Rosenkrantz, Walter A.,
出版社(Chapman & Hall / CRC, UK)
ページ数680 pp.
言語ENG
ニュース番号＜547-134＞

解説

Integrating interesting and widely used concepts of financial engineering into traditional statistics courses, Introduction to Probability and Statistics for Science, Engineering, and Finance illustrates the role and scope of statistics and probability in various fields.

The text first introduces the basics needed to understand and create tables and graphs produced by standard statistical software packages, such as Minitab, SAS, and JMP. It then takes students through the traditional topics of a first course in statistics. Novel features include:

  • 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
  • Mean-standard deviation diagram of a collection of portfolios
  • Computing a stock's betavia simple linear regression

    • As soon as he develops the statistical concepts, the author presents applications to engineering, such as queuing theory, reliability theory, and acceptance sampling; computer science; public health; and finance. Using both statistical software packages and scientific calculators, he reinforces fundamental concepts with numerous examples.