Statistics and data analysis for financial engineering : with R examples /: with R examples. (2015)

• Record Type: Book
• Further Information: Note: David Ruppert, David S. Matteson.
• Authors: Ruppert, David, 1948-; Matteson, David S
• Contents: Introduction -- Returns -- Fixed income securities -- Exploratory data analysis -- Modeling univariate distributions -- Resampling -- Multivariate statistical models -- Copulas -- Time series models: basics -- Time series models: further topics -- Portfolio theory -- Regression: basics -- Regression: troubleshooting -- Regression: advanced topics -- Cointegration -- The capital asset pricing model -- Factor models and principal components -- GARCH models -- Risk management -- Bayesian data analysis and MCMC -- Nonparametric regression and splines.
• Edition: Second edition
• Publisher Details: New York, NY : Springer
• Publication Date: 2015
• Extent: 1 online resource (xxvi, 719 pages), illustrations (some color)
• Subjects: 658.15; Statistics; Financial engineering -- Statistical methods; Finance -- Statistical methods; Finance -- Statistical methods; Financial Engineering; Statistik; Statistische Analyse; Mathematics; Physical Sciences & Mathematics; Mathematical Statistics; Mathematics -- Applied; Mathematics -- Probability & Statistics -- General; Business & Economics -- Finance; Finance & accounting; Probability & statistics; Finance; Finance; Mathematical statistics; Business & Economics -- Statistics; Electronic books
• Languages: English
• ISBNs: 9781493926145; 1493926144; 1493926136; 9781493926138
• Related ISBNs: 9781493926138
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed May 5, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.