金融统计与数据分析（戴维.罗伯特）

I developed this textbook while teaching the course Statistics for Financial Engineering to master’s students in the financial engineering program at Cornell University. These students have already taken courses in portfolio management, fixed income securities, options, and stochastic calculus, so I concentrate on teaching statistics, data analysis, and the use of R, and I cover most sections of Chaps. 4–12 and 18–20. These chapters alone are more than enough to fill a one-semester course. I do not cover regression (Chaps. 9–11 and 21) or the more advanced time series topics in Chap. 13, since these topics are covered in other courses. In the past, I have not covered cointegration (Chap. 15), but I will in the future. The master’s students spend much of the third semester working on projects with investment banks or hedge funds. As a faculty adviser for several projects, I have seen the importance of cointegration.