Statistical Analysis of Financial Data in S-Plus
- ISBN-10
- 0387202862
- ISBN-13
- 9780387202860
- Category
- Business & Economics
- Pages
- 455
- Language
- English
- Published
- 2004-03-04
- Publisher
- Springer Science & Business Media
- Author
- René Carmona
Description
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.
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Other editions
-
- 2006-04-18
- 455 pages
- Ebook
- Springer Science & Business Media
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