Statistics and data analysis for financial engineering
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 exerc...
محفوظ في:
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
New York, NY :
Springer New York
2011.
Cham : Springer Nature |
| سلاسل: | Springer Texts in Statistics
|
| الموضوعات: | |
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Statistics and Data Analysis for Financial Engineering, Texte imprimé, 9781441977885 • Statistics and data analysis for financial engineering, David Ruppert, 2010, New York, Springer, 1 vol. (XXII-638 p.), Springer texts in statistics, 978-1-441-97786-1 • Statistics and data analysis for financial engineering, David Ruppert, 2010, New York, Springer, 1 vol. (XXII-638 p.), Springer texts in statistics, 978-1-441-97786-1 |
جدول المحتويات:
- 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.