Statistical Analysis of Financial Data in R

• Main Author: Carmona, René (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2014.
• Edition: 2nd ed. 2014.
• Series: Springer Texts in Statistics,
• Subjects: 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...

Table of Contents:

• 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.