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Science/Engineering Statistical Mechanics, Third Edition
Science/Engineering Essentials of Toxic Chemical Risk: Science and Society
Science/Engineering Telefoncoaching: So machen Sie aus Ihren Mitarbeitern Telefonprofis
Science/Engineering Wireless Communications (Wiley - IEEE)
Science/Engineering Posttraumatische Belastungsstörungen (German Edition)
Science/Engineering Lernplattformen in Schulen: Ansätze für E-Learning und Blended Learning in Präsenzklassen (1 Auflage)
Science/Engineering Stochastik für Einsteiger: Eine Einführung in die faszinierende Welt des Zufalls. Mit über 220 Übungsaufgaben und Lösungen {Repost}
Science/Engineering Testtheorie und Fragebogenkonstruktion (Springer-Lehrbuch)
Science/Engineering Centrifugal Pumps, 2nd Edition
Science/Engineering Computational Intelligence for Modelling and Prediction (Studies in Computational Intelligence) 1 edition {Repost}
Science/Engineering Networks, Crowds, and Markets: Reasoning About a Highly Connected World {repost}
Science/Engineering Introduction to Biophotonics (repost)
Science/Engineering The Art and Science of Psychotherapy (repost)
Science/Engineering Advances in Chemical Physics - Volume 15: Stochastic Processes in Chemical Physics
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Science/Engineering Elementary Principles of Chemical Processes 3rd edition
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Science/Engineering Collection of books on physics 2
Science/Engineering A Practical Handbook of Preparative HPLC by Donald A. Wellings (Repost)
Science/Engineering Reviews of Environmental Contamination and Toxicology 184 by George W. Ware
Science/Engineering Essentials of Toxic Chemical Risk: Science and Society
Science/Engineering Telefoncoaching: So machen Sie aus Ihren Mitarbeitern Telefonprofis
Science/Engineering Wireless Communications (Wiley - IEEE)
Science/Engineering Posttraumatische Belastungsstörungen (German Edition)
Science/Engineering Lernplattformen in Schulen: Ansätze für E-Learning und Blended Learning in Präsenzklassen (1 Auflage)
Science/Engineering Stochastik für Einsteiger: Eine Einführung in die faszinierende Welt des Zufalls. Mit über 220 Übungsaufgaben und Lösungen {Repost}
Science/Engineering Testtheorie und Fragebogenkonstruktion (Springer-Lehrbuch)
Science/Engineering Centrifugal Pumps, 2nd Edition
Science/Engineering Computational Intelligence for Modelling and Prediction (Studies in Computational Intelligence) 1 edition {Repost}
Science/Engineering Networks, Crowds, and Markets: Reasoning About a Highly Connected World {repost}
Science/Engineering Introduction to Biophotonics (repost)
Science/Engineering The Art and Science of Psychotherapy (repost)
Science/Engineering Advances in Chemical Physics - Volume 15: Stochastic Processes in Chemical Physics
Science/Engineering "Emulsion Science: Basic Principles" (repost)
Science/Engineering Elementary Principles of Chemical Processes 3rd edition
Science/Engineering Boundary Element Analysis (repost)
Science/Engineering Collection of books on physics 2
Science/Engineering A Practical Handbook of Preparative HPLC by Donald A. Wellings (Repost)
Science/Engineering Reviews of Environmental Contamination and Toxicology 184 by George W. Ware
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Science/Engineering Statistical Analysis of Financial Data in S-PLUS
Posted on 2010-03-15
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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. Book Info: Published in 2004 ISBN 0387202862 Alternative Link:
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