1. Edition - July 2010
195.- Euro
2010. 712 Pages, Hardcover
ISBN-10: 0-470-40510-4
ISBN-13: 978-0-470-40510-9 - John Wiley & Sons






Sample Chapter

Short description
Methods and Applications of Statistics in Business, Finance, and Management Science presents a concise, well-rounded focus on the statistical concepts and applications that are essential for understanding gathered data in these areas. Inspired by the Encyclopedia of Statistical Sciences, Second Edition, this succinct reference features both established ESS2e articles and newly-acquired contributions from over 100 leading experts in academia and industry. Students, academics, and researchers in the fields of business, finance, economics, management science, and the related client disciplines will not want to be without this accessible resource.

From the contents
Preface.

Contributors.

1 Alternatives to Black-Scholes Formulation in Finance.

2 Analytical Methods of Risk Management: An Engineering Systems Perspective.

3 ARCH and GARCH Models.

4 Bayesian Forecasting.

5 Bayesian Networks.

6 Box-Jenkins Model.

7 Business Forecasting Methods.

8 Combination of Forecasts.

9 Decision Theory.

10 Dynamic Programming.

11 Estimation of Travel Distance.

12 Financial Time Series.

13 Forecasting.

14 Foundations of Risk Measurement.

15 Functional Networks.

16 Game Theory.

17 Intervention Model Analysis.

18 Inventory Theory.

19 Manpower Planning.

20 Markov Networks.

21 Methods of Estimation of Risks and Analysis of Business Processes.

22 Mining Functional Data in Prediction Markets.

23 Models for Bid Arrivals and Bidder Arrivals in Online Auctions.

24 Multiserver Queues.

25 Multivariate Time-Series Analysis.

26 Network Analysis.

27 Network of Queues.

28 Neural Networks.

29 Newsboy Inventory Problem.

30 Nonlinear Time Series.

31 Nonstationary Time Series.

32 PERT.

33 Prediction and Forecasting.

34 Pricing Foreign Exchange Options with Stochastic Volatility.

35 Probabilistic Expert Systems.

36 Problem Solving in Statistics.

37 Queueing Theory.

38 Queues and Networks.

39 Ranking and Selection Among Mutual Funds.

40 Risk Theory.

41 Statistical Consulting.

42 Statistical Methods in Inventory Effect and Analysis.

43 Statistical Methods in Risk Management by Futures Clearinghouses.

44 Statistics in Auditing.

45 Statistics in Banking.

46 Statistics in Finance.

47 Statistics in Management Science.

48 Statistics in Marketing.

49 Statistics of Risk Management.

50 Stochastic Differential Equations: Applications in Economics and Management Science.

51 Stochastic Games.

52 Stock Market Price Indexes.

53 The Black-Scholes Formula and Its Applications in Finance.

54 Time Series.

Index.