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

Rosenkrantz, Walter A.

Introduction to Probability and Statistics for Science, Engineering, and Finance
  • 出版商: CRC
  • 出版日期: 2023-01-21
  • 售價: $2,180
  • 貴賓價: 9.5 折 $2,071
  • 語言: 英文
  • 頁數: 680
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 1032477784
  • ISBN-13: 9781032477787
  • 相關分類: 機率統計學 Probability-and-statistics

    • 海外代購書籍(需單獨結帳)

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商品描述

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.

    商品描述(中文翻譯)

    將以下文字翻譯成繁體中文: "將金融工程中有趣且廣泛使用的概念融入傳統統計學課程，《科學、工程和金融的概率與統計導論》展示了統計學和概率在各個領域中的角色和範圍。

    該教材首先介紹了理解和創建標準統計軟件包（如Minitab、SAS和JMP）生成的表格和圖形所需的基礎知識。然後，它帶領學生學習統計學第一門課程的傳統主題。新穎的特點包括：

    - 將標準統計概念和方法應用於金融數據分析和解釋，如風險和回報
    - 股價波動的Cox-Ross-Rubinstein（CRR）模型，也稱為二項格模型
    - 將中心極限定理應用於CRR模型，得到股價的對數正態分佈和著名的Black-Scholes期權定價公式
    - 現代投資組合理論的介紹
    - 一組投資組合的均值-標準差圖
    - 使用簡單線性回歸計算股票的beta值

    作者在介紹統計概念後，立即將其應用於工程學（如排隊理論、可靠性理論和接受抽樣）、計算機科學、公共衛生和金融等領域。他使用統計軟件包和科學計算器來通過眾多示例強化基本概念。"

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