Introduction to Probability and Statistics for Science, Engineering, and Finance
暫譯: 科學、工程與金融的機率與統計入門

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: $2,220
  • 貴賓價: 9.5 折 $2,109
  • 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)

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)

    將有趣且廣泛使用的金融工程概念整合進傳統統計課程中，科學、工程與金融的機率與統計導論說明了統計與機率在各個領域中的角色與範疇。

    本書首先介紹理解和創建由標準統計軟體包（如 Minitab、SAS 和 JMP）生成的表格和圖形所需的基本知識。接著，帶領學生學習統計學第一課程的傳統主題。新穎的特點包括：

  • 將標準統計概念和方法應用於金融數據的分析和解釋，例如風險和回報

  • 庫克斯-羅斯-魯賓斯坦（Cox-Ross-Rubinstein, CRR）模型，也稱為二項格模型，用於股票價格波動

  • 將中心極限定理應用於 CRR 模型，得出股票價格的對數常態分佈及著名的布萊克-舒爾斯選擇權定價公式

  • 現代投資組合理論的介紹

  • 一組投資組合的均值-標準差圖

  • 計算股票的貝塔值的簡單線性回歸

    • 一旦他發展出統計概念，作者便將其應用於工程領域，例如排隊理論、可靠性理論和接受抽樣；計算機科學；公共衛生；以及金融。通過使用統計軟體包和科學計算器，他用大量範例加強基本概念。

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