Statistical Analysis of Financial Data in S-Plus

• Κύριος συγγραφέας: Carmona, René A. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2004.
• Σειρά: Springer Texts in Statistics,
• Θέματα: Business.; Business mathematics.; Economics, Mathematical.; Actuarial science.; Computer mathematics.; Statistics.; Business and Management.; Business Mathematics.; Actuarial Sciences.; Computational Mathematics and Numerical Analysis.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.

Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This book fills this gap by addressing some of the most challenging issues facing any financial engineer. It shows how sophisticated mathematics and...

Πίνακας περιεχομένων:

• Data Exploration, Estimation and Simulation
• Univariate Exploratory Data Analysis
• Multivariate Data Exploration
• Regression
• Parametric Regression
• Local & Nonparametric Regression
• Time Series & State Space Models
• Time Series Models: AR, MA, ARMA, & All That
• Multivariate Time Series, Linear Systems and Kalman Filtering
• Nonlinear Time Series: Models and Simulation.