Statistics and data analysis for financial engineering : with R examples /
"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 a...
Guardado en:
| Autor principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Libro |
| Lenguaje: | Inglés |
| Publicado: |
New York :
Springer-Verlag,
c2015.
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| Edición: | 2nd ed. |
| Colección: | Springer texts in statistics
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| Materias: | |
| Aporte de: | Registro referencial: Solicitar el recurso aquí |
| LEADER | 03111nam a2200445Ia 4500 | ||
|---|---|---|---|
| 001 | 990000645500204151 | ||
| 005 | 20241030105024.0 | ||
| 008 | 150828s2015 nyua b 001 0 eng d | ||
| 020 | |a 9781493926138 | ||
| 020 | |a 1493926136 | ||
| 020 | |a 1441977864 (cloth) | ||
| 020 | |a 9781441977861 (cloth) | ||
| 020 | |a 1441977880 (paper) | ||
| 020 | |a 9781441977885 (paper) | ||
| 020 | |a 1461427495 (paper) | ||
| 020 | |a 9781461427490 (paper) | ||
| 020 | |a 9781493926145 (ebook) | ||
| 020 | |a 1493926144 (ebook) | ||
| 035 | |a (OCoLC)000064550 | ||
| 035 | |a (udesa)000064550USA01 | ||
| 035 | |a (OCoLC)919315197 | ||
| 035 | |a (OCoLC)990000645500204151 | ||
| 040 | |a U@S |b spa |c U@S | ||
| 049 | |a U@SA | ||
| 050 | 4 | |a HG176.7 |b .R87 2015 | |
| 100 | 1 | |a Ruppert, David, |d 1948- | |
| 245 | 1 | 0 | |a Statistics and data analysis for financial engineering : |b with R examples / |c David Ruppert, David S. Matteson. |
| 250 | |a 2nd ed. | ||
| 260 | |a New York : |b Springer-Verlag, |c c2015. | ||
| 300 | |a xxvi, 719 p. : |b il. ; |c 25 cm. | ||
| 490 | 1 | |a Springer texts in statistics | |
| 504 | |a Incluye referencias bibliográficas e índice. | ||
| 505 | 0 | |a Introduction -- Returns -- Fixed income securities -- Exploratory data analysis -- Modeling univariate distributions -- Resampling -- Multivariate statistical models -- Copulas -- Time series models: basics -- Time series models: further topics -- Portfolio theory -- Regression: basics -- Regression: troubleshooting -- Regression: advanced topics -- Cointegration -- The capital asset pricing model -- Factor models and principal components -- GARCH models -- Risk management -- Bayesian data analysis and MCMC -- Nonparametric regression and splines. | |
| 520 | |a "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. Financial engineers now have access to enormous quantities of data. To make use of these data, the powerful methods in this book, 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, multivariate volatility 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." --Contratapa. | ||
| 650 | 0 | |a Financial engineering |x Statistical methods. | |
| 650 | 0 | |a Finance |x Statistical methods. | |
| 650 | 7 | |a Ingeniería financiera |x Métodos estadísticos. |2 UDESA | |
| 650 | 7 | |a Finanzas |x Métodos estadísticos. |2 UDESA | |
| 700 | 1 | |a Matteson, David S. | |
| 830 | 0 | |a Springer texts in statistics | |