Название: Statistics and Data Analysis for Financial Engineering: with R examples, 2nd Edition
Автор: David Ruppert, David S. Matteson
Издательство: Springer
Год: 2015
Страниц: 719
Формат: PDF, EPUB
Размер: 22 Mb
Язык: English
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.