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Statistics and Data Analysis for Financial Engineering by David Ruppert (Paperback, 2012)

About this product

About this product

Product Information

Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and analytic methods for modeling and diagnosing modeling errors. Despite some overlap with the author's undergraduate textbook Statistics and Finance: An Introduction, this book differs from that earlier volume in several important aspects: it is graduate-level; computations and graphics are done in R; and many advanced topics are covered, for example, multivariate distributions, copulas, Bayesian computations, VaR and expected shortfall, and cointegration. The prerequisites are basic statistics and probability, matrices and linear algebra, and calculus. Some exposure to finance is helpful.

Product Identifiers

Publisher
Springer-Verlag New York Inc.
ISBN-13
9781461427490
eBay Product ID (ePID)
141485711

Product Key Features

Author
David Ruppert
Publication Name
Statistics and Data Analysis for Financial Engineering
Format
Paperback
Language
English
Subject
Government, Mathematics
Publication Year
2012
Type
Textbook
Number of Pages
638 Pages

Dimensions

Item Height
235mm
Item Width
155mm
Item Weight
997g

Additional Product Features

Title_Author
David Ruppert
Series Title
Springer Texts in Statistics
Country/Region of Manufacture
United States

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