Title: Statistics and Data Analysis for Financial Engineering (Springer Texts in Statistics)
Publisher: Springer
Publication Date: 2010
Language: English
ISBN 10: 1441977864
ISBN 13: 9781441977861
Binding: hardcover
Condition: Good

About this title

Synopsis

Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and analytic methods for modeling and diagnosing modeling errors. Despite some overlap with the author's undergraduate textbook Statistics and Finance: An Introduction, this book differs from that earlier volume in several important aspects: it is graduate-level; computations and graphics are done in R; and many advanced topics are covered, for example, multivariate distributions, copulas, Bayesian computations, VaR and expected shortfall, and cointegration.
The prerequisites are basic statistics and probability, matrices and linear algebra, and calculus.
Some exposure to finance is helpful.

About the Author

David Ruppert is Andrew Schultz, Jr., Professor of Engineering and Professor of Statistical Science, School of Operations Research and Information Engineering, Cornell University, where he teaches statistics and financial engineering and is a member of the Program in Financial Engineering. His research areas include asymptotic theory, semiparametric regression, functional data analysis, biostatistics, model calibration, measurement error, and astrostatistics. 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 &Electronic Journal of Statistics, former Editor of the Institute of Mathematical Statistics' Lecture Notes--Monographs Series, and former Associate Editor of several major statistics journals. Professor Ruppert has published over 100 scientific papers and four books: Transformation and Weighting in Regression, Measurement Error in Nonlinear Models, Semiparametric Regression, and Statistics and Finance: An Introduction.

"About this title" may belong to another edition of this title.

Store Description

This book is being offered by Goodwill, a non-profit organization. All funds raised are used to support the Goodwill which provides quality, effective employment training and basic education to individuals experiencing significant barriers to economic opportunity. Because Jobs Change Lives. Proceeds from the sale of these goods and financial donations from the community make it possible for us to operate our free job training programs. Your donations and purchases help support these important programs and make the community a better place for all of us.

Visit Seller's Storefront

Seller's business information

Seattle Goodwill Industries
700 Dearborn PL S, Seattle, WA, 98144, U.S.A.

Sale & Shipping Terms

Terms of Sale

Returns are accepted according to the Abebooks Returns Policy. We respond to all inquiries within 2 business days.

Shipping Terms

We ship everything within 48 hours, and all our orders are shipped via UPS Mail Innovations. Please let us know if you have any questions or concerns. Customer satisfaction is our top priority.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	5 to 14 business days	3 to 6 business days
First item	US$ 3.99	US$ 6.99

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.