Statistical Analysis of Financial Data in S-Plus (Springer Texts in Statistics)

Carmona, René

ISBN 10: 0387202862 / ISBN 13: 9780387202860

Edité par Springer, 2004

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Détails bibliographiques

• Titre: Statistical Analysis of Financial Data in S-Plus (Springer Texts in Statistics)
• Éditeur: Springer
• Date de parution: 2004
• Langue: anglais
• ISBN à 10 chiffres: 0387202862
• ISBN à 13 chiffres: 9780387202860
• Reliure: Couverture rigide
• État de l'article: Neuf

A propos de ce titre

Synopsis

This is the first book at the graduate textbook level to discuss analyzing financial data with S-PLUS. Its originality lies in the introduction of tools for the estimation and simulation of heavy tail distributions and copulas, the computation of measures of risk, and the principal component analysis of yield curves. The book is aimed at undergraduate students in financial engineering; master students in finance and MBA's, and to practitioners with financial data analysis concerns.