Statistical Analysis of Financial Data in S-Plus

Printed Book
Sold as: EACH
SR 124 Per Month /4 months
Author: Carmona, Rene A.
Date of Publication: 2011
Book classification: Business & Management, English Books
No. of pages: 472 Pages
Format: Paperback

This book is printed on demand and is non-refundable after purchase

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    About this Product

    This book develops the use of statistical data analysis in finance, and it uses the statistical software environment of S-PLUS as a vehicle for presenting practical implementations from financial engineering. It introduces 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 MBAs, and to practitioners with financial data analysis concerns.

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