Statistical analysis of financial data in S-PLUS
Rene A. Carmona
This book introduces students to modern day analysis techniques, with an emphasis on a domain of applications of interest to financial engineering. It is both computational and mathematical in nature. Most problems considered are formulated in a rigorous manner. The book is divided in to three parts; Part I: Exploratory Data Analysis, Part II: Regression, and Part III: Time Series and State Space Models.
Categorías:
Año:
2004
Edición:
1
Editorial:
Springer
Idioma:
english
Páginas:
468
ISBN 10:
0387202862
ISBN 13:
9780387202860
Archivo:
PDF, 3.87 MB
IPFS:
,
english, 2004