Statistics and Data Analysis for Financial Engineering

Name: Statistics and Data Analysis for Financial Engineering
Brand: Springer-Verlag New York Inc.
SKU: 9781493926138
Price: 130.26 EUR
Availability: InStock

Autor: David Ruppert, David S. Matteson

Jazyk:

Väzba: Pevná

Vydavateľ: Springer-Verlag New York Inc.

Dostupnosť: Skladom u dodávateľa

Odosielame za 10-18 dní

130.26 €

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

Informácie o knihe

Autor

David Ruppert, David S. Matteson

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2015

Stránok

719

EAN

9781493926138

ISBN

1493926136

Enbook ID

09207699

Vydavateľ

Springer-Verlag New York Inc.

Hmotnosť

1360

Rozmery

246 x 167 x 34

Kompletný popis

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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