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Statistics and Data Analysis for Financial Engineering

The first edition of this book has received a very warm reception. A number of
instructors have adopted this work as a textbook in their courses. Moreover,
both novices and seasoned professionals have been using the book for selfstudy. The enthusiastic response to the book motivated a new edition. One
major change is that there are now two authors. The second edition improves
the book in several ways: all known errors have been corrected and changes
in R have been addressed. Considerably more R code is now included. The
GARCH chapter now uses the rugarch package, and in the Bayes chapter we
now use JAGS in place of OpenBUGS.
The first edition was designed primarily as a textbook for use in university
courses. Although there is an Instructor’s Manual with solutions to all exercises and all problems in the R labs, this manual has been available only to
instructors. No solutions have been available for readers engaged in self-study.
To address this problem, the number of exercises and R lab problems has increased and the solutions to many of them are being placed on the book’s web
site

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Detail Information
Series Title
-
Call Number
-
Publisher
London : Springer.,
Collation
-
Language
English
ISBN/ISSN
978-1-4939-2614-5
Classification
NONE
Content Type
text
Media Type
computer
Carrier Type
online resource
Edition
-
Subject(s)
Statistics
Specific Detail Info
-
Statement of Responsibility
Other Information
Cataloger
Jemadi
Source
https://link.springer.com/content/pdf/10.1007/978-1-4939-2614-5.pdf?pdf=button
Other version/related

No other version available

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