ENGLISH

Statistical Analysis of Financial Data in S-PLUS2

By René A. Carmona

Book information

Publisher
Springer
Year
2004
ISBN
9780387202860, 0387202862
Open Library ID
OL7444322M
Language
english
Format
PDF
Filesize
8 MB (8821305 bytes)
Edition
1
Pages
468\468
Library
Springer
Time added
2009-08-06 07:02:15

Description

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.

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