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 ana...

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Những tác giả chính:	Ruppert, David, Matteson, David S
Định dạng:	Sách
Ngôn ngữ:	English
Được phát hành:	Springer 2015
Những chủ đề:	Financial engineering Statistical methods
Truy cập trực tuyến:	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57455
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spelling	oai:scholar.dlu.edu.vn:DLU123456789-574552023-11-11T05:45:35Z Statistics and Data Analysis for Financial Engineering Ruppert, David Matteson, David S Financial engineering Statistical methods 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. 2015-08-14T03:12:47Z 2015-08-14T03:12:47Z 2015 Book 978-1-4939-2614-5 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57455 en application/pdf Springer
institution	Thư viện Trường Đại học Đà Lạt
collection	Thư viện số
language	English
topic	Financial engineering Statistical methods
spellingShingle	Financial engineering Statistical methods Ruppert, David Matteson, David S Statistics and Data Analysis for Financial Engineering
description	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.
format	Book
author	Ruppert, David Matteson, David S
author_facet	Ruppert, David Matteson, David S
author_sort	Ruppert, David
title	Statistics and Data Analysis for Financial Engineering
title_short	Statistics and Data Analysis for Financial Engineering
title_full	Statistics and Data Analysis for Financial Engineering
title_fullStr	Statistics and Data Analysis for Financial Engineering
title_full_unstemmed	Statistics and Data Analysis for Financial Engineering
title_sort	statistics and data analysis for financial engineering
publisher	Springer
publishDate	2015
url	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57455
_version_	1782537057536573440

Statistics and Data Analysis for Financial Engineering

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