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RecordNumber
2674
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Author
Ruppert, Davidauthor
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Title
Statistics and Data Analysis for Financial Engineering with R examples
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Author Statement
by David Ruppert, David S. Matteson.
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Edition
2nd ed. 2015.
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Collation
1 online resource (XXVI, 719 pages 221 illustrations, 108 illustrations in color.)
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Series
Springer Texts in Statistics
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Notes
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
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Subject
Statistics . , Economics, Mathematical . , Finance. , Statistics for Business, Management, Economics, Finance, Insurance. , Quantitative Finance. , Statistical Theory and Methods. , Finance, general.
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ADDED ENTRIES
Matteson, David S
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Link To Document :
