Statistics and Data Analysis for Financial Engineering: with R examples (2nd ed. 2015) (Springer Texts in Statistics)
By: and
Sign Up Now!
Already a Member? Log In
You must be logged into UK education collection to access this title.
Learn about membership options,
or view our freely available titles.
- Synopsis
- 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.
- Copyright:
- 2015
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9781493926145
- Related ISBNs:
- 9781493926138
- Publisher:
- Springer New York
- Date of Addition:
- 08/18/19
- Copyrighted By:
- Springer New York, New York, NY
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
Reviews
Other Books
- by David Ruppert
- by David S. Matteson
- in Nonfiction
- in Business and Finance
- in Mathematics and Statistics