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Statistics and Data Analysis for Financial Engineering: with R examples - Softcover

Ruppert, David; Matteson, David S.

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9781493926152: Statistics and Data Analysis for Financial Engineering: with R examples
Softcover
ISBN 10: 1493926152 ISBN 13: 9781493926152
Publisher: Springer, 2015

This specific ISBN edition is currently not available.

Synopsis

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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Publisher
Springer
Publication date
2015
Language
English
ISBN 10 
1493926152
ISBN 13 
9781493926152
Binding
Paperback
Number of pages
748
Rating
  • 3.56 out of 5 stars
    9 ratings by Goodreads

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Other Popular Editions of the Same Title

9781493926138: Statistics and Data Analysis for Financial Engineering: with R examples (Springer Texts in Statistics)

Featured Edition

ISBN 10:  1493926136 ISBN 13:  9781493926138
Publisher: Springer, 2015
Hardcover