Image of Statistics and Data Analysis for Financial Engineering
Bookmark Share

Text

Statistics and Data Analysis for Financial Engineering

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 analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest.

Availability

No copy data

Detail Information
Series Title
XXVI, 719, 113 b/w illustrations, 108 illustrations in colour
Call Number
-
Publisher
: .,
Collation
-
Language
English
ISBN/ISSN
978-1-4939-2614-5
Classification
NONE
Content Type
text
Media Type
computer
Carrier Type
-
Edition
2
Subject(s)
Financial Engineering
Bayesian Statistics
Specific Detail Info
-
Statement of Responsibility
Other Information
Cataloger
Suwardi
Source
https://link.springer.com/book/10.1007/978-1-4939-2614-5
Validator
-
Other version/related

No other version available

File Attachment
Comments
You must be logged in to post a comment