Statistics and Data Analysis for Financial Engineering

上传者: parsleyliu | 上传时间: 2019-12-21 20:25:59 | 文件大小: 11.4MB | 文件类型: pdf
Publication Date: November 17, 2010 | ISBN-10: 1441977864 | ISBN-13: 978-1441977861 | Edition: 2011 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.

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评论信息

  • liwei2658 :
    书质量很高,要慢慢学习
    2019-02-01
  • genliter :
    CSDN 的下载资源从来没有让人失望过。这本书确实是好书。多谢分享。
    2015-05-20
  • jiangqing001 :
    书的质量很高,对于我这种没有专业知识的人自学的难度还是蛮大的
    2015-05-08
  • sinat_23364093 :
    还行,满清晰的
    2014-12-20
  • l799623787 :
    书不错,很清晰,带书签
    2014-10-31

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