Statistical Analysis of Financial Data in R

Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This book fills this gap by addressing some of the most challenging issues facing any financial engineer. It shows how sophisticated mathematics and...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Carmona, René (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2014.
Edición:2nd ed. 2014.
Colección:Springer Texts in Statistics,
Temas:
Statistics .
Social sciences-Mathematics.
Statistics in Business, Management, Economics, Finance, Insurance.
Statistical Theory and Methods.
Mathematics in Business, Economics and Finance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Univariate Data Distributions
  • Heavy Tail Distributions
  • Dependence and Multivariate Data Exploration
  • Parametric Regression
  • Local and Nonparametric Regression
  • Time Series Models
  • Multivariate Time Series, Linear Systems and Kalman Filtering
  • Nonlinear Time Series: Models and Simulation
  • Appendices
  • Indices.

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