Statistics and Data Analysis for Financial Engineering

Name: Statistics and Data Analysis for Financial Engineering
Brand: Springer-Verlag New York Inc.
SKU: 9781493926138
Price: 681.98 RON
Availability: InStock

Autor: David Ruppert, David S. Matteson

Limbă:

Legare: Copertă tare

Editura: Springer-Verlag New York Inc.

Disponibilitate: În depozitul extern

Expediem în 10-18 zile

681.98 lei

The new edition of this influential textbook, geared towards graduate or advanced undergraduate stud...

Informații despre carte

Autor

David Ruppert, David S. Matteson

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2015

Pagini

719

EAN

9781493926138

ISBN

1493926136

Enbook ID

09207699

Editura

Springer-Verlag New York Inc.

Greutate

1360

Dimensiuni

246 x 167 x 34

Descriere completă

The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra and an Instructor s Manual with solutions to all exercises and problems in the R labs. Practicing financial engineers will also find this book of interest.§

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