Statistics and data analysis for financial engineering - an introduction (Inbunden)
avDavid Ruppert
ISBN: 9780387202709 - UTGIVEN: 2004-04-01Suitable for advanced undergraduates and masters students in statistics, engineering, and applied mathematics, quantitatively oriented MBA students, and for those in the finance industry who wish for self-study to know more about statistics.[...]
Statistics and Data Analysis for Financial Engineering (Inbunden)
avDavid Ruppert
ISBN: 9781441977861 - UTGIVEN: 201011Financial 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[...]
Statistics and Finance (Häftad)
avDavid Ruppert
ISBN: 9781475765847 - UTGIVEN: 2013-09This book emphasizes the applications of statistics and probability to finance. The basics of these subjects are reviewed and more advanced topics in statistics, such as regression, ARMA and GARCH models, the bootstrap, and nonparametric regression using splines, are introduced as needed. The book c[...]
