讲述数量金融中最重要的统计方法和模型，通过统计建模和统计决策理论将金融理论与市场实务相联系

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.

This book does not teach R programming, but each chapter has an “R lab” with data analysis and simulations. Students can learn R from these labs and by using R’s help or the manual An Introduction to R (available at the CRAN web site and R’s online help) to learn more about the functions used in the labs. Also, the text does indicate which R functions are used in the examples. Occasionally, R code is given to illustrate some process, for example, in Chap. 16 finding the tangency portfolio by quadratic programming. For readers wishing to use R, the bibliographical notes at the end of each chapter mention books that cover R programming and the book’s web site contains examples of the R and WinBUGS code used to produce this book. Students enter my course Statistics for Financial Engineering with quite disparate knowledge of R. Some are very accomplished R programmers, while others have no experience with R, although all have experience with some programming language. Students with no previous experience with R generally need assistance from the instructor to get started on the R labs. Readers using this book for self-study should learn R first before attempting the R labs.

中国2006年地级及以上城市金融统计.xls

国际金融统计年鉴1979-2007，便于研究国际金融的人士做研究。

中国金融年鉴1986-2019.zip

中央广播电视大学《金融统计分析》期末总复习资料（含答案）

自人民银行 1948 年编制第一张统计报表，到目前以货币和信贷收支 统计为核心全面监测金融业资产负债状况，金融统计由最初的单一为综合 信贷计划服务,发展到今天既为中央银行制定和执行货币政策、维护金融 稳定提供系统的信息和智力支持，又为国际金融组织、国家职能部门、金 融机构等社会各界使用金融数据和金融信息提供全方位的服务，金融统计 作为国家统计的重要组成部分，其作用也日益凸显。