Statistics and Data Analysis for Financial Engineering

Name: Statistics and Data Analysis for Financial Engineering
Brand: Springer-Verlag New York Inc.
SKU: 9781493951734
Price: 103.14 EUR
Availability: InStock

with R examples

Автор: David Ruppert, David S. Matteson

Език:

Корици: С меки корици

Издател: Springer-Verlag New York Inc.

Наличност: Външен склад

Изпращаме след 8-11 дни

103.14 € 201.73 лв

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

Информация за книгата

Автор

David Ruppert, David S. Matteson

Език

Английски език

Корици

Книга - С меки корици

Издадена

2016

страници

719

EAN

9781493951734

ISBN

1493951734

Enbook ID

15178676

Издател

Springer-Verlag New York Inc.

Теглоt

1226

Размери

234 x 155 x 40

Пълно описание

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.

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Statistics and Data Analysis for Financial Engineering

with R examples

Информация за книгата

Пълно описание

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също