Statistical Analysis of Financial Data in R

• Κύριος συγγραφέας: Carmona, René (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2014.
• Έκδοση: 2nd ed. 2014.
• Σειρά: Springer Texts in Statistics,
• Θέματα: Statistics.; Economics, Mathematical.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistical Theory and Methods.; 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:

• Univariate Data Distributions
• Heavy Tail Distributions
• Dependence and Multivariate Data Exploration
• Parametric Regression
• Local and Nonparametric Regression
• Time Series Models
• Multivariate Time Series, Linear Systems and Kalman Filtering
• Nonlinear Time Series: Models and Simulation
• Appendices
• Indices.