Statistics and Data Analysis for Financial Engineering with R examples /

• Κύριοι συγγραφείς: Ruppert, David (Συγγραφέας), Matteson, David S. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2015.
• Έκδοση: 2nd ed. 2015.
• Σειρά: Springer Texts in Statistics,
• Θέματα: Statistics.; Finance.; Economics, Mathematical.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Statistical Theory and Methods.; Finance, general.

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 ana...

Πίνακας περιεχομένων:

• 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.