ENGLISH

Statistical analysis of financial data in S-Plus

By René A. Carmona

Book information

Publisher
Springer
Year
2004
ISBN
0387202862, 9780387202860, 9780387218243
Open Library ID
OL7444322M
Language
english
Format
PDF
Filesize
3 MB (3470909 bytes)
Edition
1
Pages
468\468
Library
Kolxo3
Time added
2010-07-29 05:14:56
Библиотека;Компьютерная литература;R

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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