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Statistics and Data Analysis for Financial Engineering - David Ruppert

englanti
2012-12-27
151,51 € 233,09 €

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Toimitus 10-16 arkipäivässä

30 päivän palautusoikeus

Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and analytic methods for modeling and diagnosing modeling errors. Despite s ... Täydellinen kuvaus

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Kuvaus

Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and analytic methods for modeling and diagnosing modeling errors. Despite some overlap with the author's undergraduate textbook Statistics and Finance: An Introduction, this book differs from that earlier volume in several important aspects: it is graduate-level; computations and graphics are done in R; and many advanced topics are covered, for example, multivariate distributions, copulas, Bayesian computations, VaR and expected shortfall, and cointegration.
The prerequisites are basic statistics and probability, matrices and linear algebra, and calculus.
Some exposure to finance is helpful.

Lisätietoja

Kirjoittaja David Ruppert
Julkaisija Springer US
Series Springer Texts in Statistics
Julkaisuvuosi 2012
Kannen tyyppi Pehmeäkantinen
EAN 9781461427490
Kirjoita oma arvostelusi
Arvostelet: Statistics and Data Analysis for Financial Engineering
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151,51 € 233,09 €