Rene A. Carmona, «Statistical Analysis of Financial Data in S-PLUS» (0387202862)

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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 is divided into three parts. Part I, Exploratory Data Analysis, reviews the most commonly used methods of statistical data exploration. 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. Part II, Regression, introduces modern regression concepts with an emphasis on robustness and non-parametric techniques. The applications include the term structure of interest rates, the construction of commodity forward curves, and nonparametric alternatives to the Black Scholes option pricing paradigm. Part III, Time Series and State Space Models, is concerned with theories of time series and of state space models. Linear ARIMA models are applied to the analysis of weather derivatives, Kalman filtering is applied to public company earnings prediction, and nonlinear GARCH models and nonlinear filtering are applied to stochastic volatility models. 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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	Science/Engineering Statistical Analysis of Financial Data in S-PLUS 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 is divided into three parts. ...
	Business/Investing Analysis of Financial Data Gary Koop, «Analysis of Financial Data»John Wiely \| ISBN: 0470013214 \| PDF \| 1,13 Mb \| 250 Pages \| 2006 YearAnalysis of Financial Data teaches the basic methods and techniques of data analysis to finance students, by showing them how to a ...
	Economics/Finances Statistical Analysis of Financial Data in S-PLUS (Reupload) Rene A. Carmona “Statistical Analysis of Financial Data in S-PLUS" Springer \| 2004-03-04 \| ISBN: 0387202862 \| 451 pages \| PDF \| 3,6 MB This book develops the use of statistical data analysis in finance, and it uses the statistical softwa ...
	Economics/Finances Market Models: A Guide to Financial Data Analysis Carol Alexander, "Market Models: A Guide to Financial Data Analysis "Publisher: Wiley \| 2001-11-15 \| 500 Pages \| ISBN: 0471899755 \| Djvu \| 5.8 MBMarket Models provides an authoritative and up-to-date treatment of the use of market data to ...
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	C.S.Davis, «Statistical Methods for the Analysis of Repeated Measurements» C.S.Davis, «Statistical Methods for the Analysis of Repeated Measurements»Springer \| ISBN 0387953701 \| 2003 Year \| PDF \| 1,41 Mb \| 424 Pages“This book provides a comprehensive summary of a wide variety of statistical methods for the ...

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	Science/Engineering Statistical Analysis of Financial Data in S-PLUS 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 is divided into three parts. ...
	Business/Investing Analysis of Financial Data Gary Koop, «Analysis of Financial Data»John Wiely \| ISBN: 0470013214 \| PDF \| 1,13 Mb \| 250 Pages \| 2006 YearAnalysis of Financial Data teaches the basic methods and techniques of data analysis to finance students, by showing them how to a ...
	Economics/Finances Statistical Analysis of Financial Data in S-PLUS (Reupload) Rene A. Carmona “Statistical Analysis of Financial Data in S-PLUS" Springer \| 2004-03-04 \| ISBN: 0387202862 \| 451 pages \| PDF \| 3,6 MB This book develops the use of statistical data analysis in finance, and it uses the statistical softwa ...
	Economics/Finances Market Models: A Guide to Financial Data Analysis Carol Alexander, "Market Models: A Guide to Financial Data Analysis "Publisher: Wiley \| 2001-11-15 \| 500 Pages \| ISBN: 0471899755 \| Djvu \| 5.8 MBMarket Models provides an authoritative and up-to-date treatment of the use of market data to ...
	Technical New Developments in Classification and Data Analysis: Proceedings of the Meeting of the Classification and Data Analysis Group (CLADAG) of the Italian ... Data Analysis, and Knowledge Organization) ISBN: 3540238093 Publisher: Springer Author: Description:The volume presents new developments in data analysis and classification. Particular attention is devoted to clustering, discrimination, data analysis and statistics, as well as appli ...
	C.S.Davis, «Statistical Methods for the Analysis of Repeated Measurements» C.S.Davis, «Statistical Methods for the Analysis of Repeated Measurements»Springer \| ISBN 0387953701 \| 2003 Year \| PDF \| 1,41 Mb \| 424 Pages“This book provides a comprehensive summary of a wide variety of statistical methods for the ...

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