Statistics and Data Analysis for Financial Engineering
By:David Ruppert
Published on 2010-11-08 by Springer Science & Business Media
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.
This Book was ranked at 9 by Google Books for keyword engineering books.
Book ID of Statistics and Data Analysis for Financial Engineering's Books is i2bD50PbIikC, Book which was written byDavid Rupperthave ETAG "tCWonWVBrtU"
Book which was published by Springer Science & Business Media since 2010-11-08 have ISBNs, ISBN 13 Code is 9781441977878 and ISBN 10 Code is 1441977872
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