عنوان

Statistics and data analysis for financial engineering :

شابک

1493926136

شابک

1493926144

شابک

9781493926138

شابک

9781493926145

شابک اشتباه

9781493926138

کد کشور

bnb

شماره

b623741

عنوان اصلي

Statistics and data analysis for financial engineering :

نام عام مواد

[Book]

ساير اطلاعات عنواني

with R examples /

نام نخستين پديدآور

David Ruppert, David S. Matteson.

وضعيت ويراست

Second edition.

نام خاص و کميت اثر

1 online resource (xxvi, 719 pages) :

ساير جزييات

illustrations (some color)

عنوان فروست

Springer texts in statistics,

شاپا ي ISSN فروست

1431-875X

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

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.

بدون عنوان

0

متن يادداشت

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. Financial engineers now have access to enormous quantities of data. To make use of these data, the powerful methods in this book, 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, multivariate volatility 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. David Ruppert is Andrew Schultz, Jr., Professor of Engineering and Professor of Statistical Science at Cornell University, where he teaches statistics and financial engineering and is a member of the Program in Financial Engineering. Professor Ruppert received his PhD in Statistics at Michigan State University. He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics and won the Wilcoxon prize. He is Editor of the Journal of the American Statistical Association-Theory and Methods and former Editor of the Electronic Journal of Statistics and of the Institute of Mathematical Statistics's Lecture Notes?Monographs. Professor Ruppert has published over 125 scientific papers and four books: Transformation and Weighting in Regression, Measurement Error in Nonlinear Models, Semiparametric Regression, and Statistics and Finance: An Introduction. David S. Matteson is Assistant Professor of Statistical Science at Cornell University, where he is a member of the ILR School, Center for Applied Mathematics, Field of Operations Research, and the Program in Financial Engineering, and teaches statistics and financial engineering. Professor Matteson received his PhD in Statistics at the University of Chicago. He received a CAREER Award from the National Science Foundation and won Best Academic Paper Awards from the annual R/Finance conference. He is an Associate Editor of the Journal of the American Statistical Association-Theory and Methods, Biometrics, and Statistica Sinica. He is also an Officer for the Business and Economic Statistics Section of the American Statistical Association, and a member of the Institute of Mathematical Statistics and the International Biometric Society.

منبع سفارش / آدرس اشتراک

Springer Nature

شماره انبار

com.springer.onix. 9781493926145

شماره استاندارد بين المللي کتاب و موسيقي

9781493926138

موضوع مستند نشده

Finance-- Statistical methods.

موضوع مستند نشده

Financial engineering-- Statistical methods.

موضوع مستند نشده

Business & Economics-- Finance.

موضوع مستند نشده

Business & Economics-- Statistics.

موضوع مستند نشده

Finance & accounting.

موضوع مستند نشده

Finance-- Statistical methods.

موضوع مستند نشده

Finance.

موضوع مستند نشده

Financial Engineering

موضوع مستند نشده

Mathematics-- Applied.

موضوع مستند نشده

Mathematics-- Probability & Statistics-- General.

موضوع مستند نشده

Probability & statistics.

موضوع مستند نشده

Statistik

موضوع مستند نشده

Statistische Analyse

موضوع مستند نشده

BUS061000

موضوع مستند نشده

K

موضوع مستند نشده

K

موضوع مستند نشده

PBT

موضوع مستند نشده

PBT

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Ruppert, David,1948-

مستند نام اشخاص تاييد نشده

Matteson, David S.

تاريخ عمليات

20201221082845.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

کد کاربرگه

270410

تكميل شده

Y