Statistics and Data Analysis for Financial Engineering

Name: Statistics and Data Analysis for Financial Engineering
Brand: Springer-Verlag New York Inc.
SKU: 9781493951734
Price: 540.54 RON
Availability: InStock

with R examples

Autor: David Ruppert, David S. Matteson

Limbă:

Legare: Carte broșată

Editura: Springer-Verlag New York Inc.

Disponibilitate: În depozitul extern

Expediem în 8-11 zile

540.54 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 - Carte broșată

Publicat

2016

Pagini

719

EAN

9781493951734

ISBN

1493951734

Enbook ID

15178676

Editura

Springer-Verlag New York Inc.

Greutate

1226

Dimensiuni

234 x 155 x 40

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. Practicing financial engineers will also find this book of interest.

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Statistics and Data Analysis for Financial Engineering

with R examples

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și