Related Books

Statistical Analysis of Financial Data in R
Language: en
Pages: 588
Authors: René Carmona
Categories: Business & Economics
Type: BOOK - Published: 2013-12-13 - Publisher: Springer Science & Business Media

Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This textbook fills this gap by addressing some of the most challenging issues facing financial engineers. It shows how sophisticated mathematics and modern statistical techniques can be
Statistical Analysis of Financial Data in S-Plus
Language: en
Pages: 455
Authors: René Carmona
Categories: Business & Economics
Type: BOOK - Published: 2006-04-18 - Publisher: Springer Science & Business Media

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.
An Introduction to Analysis of Financial Data with R
Language: en
Pages: 416
Authors: Ruey S. Tsay
Categories: Business & Economics
Type: BOOK - Published: 2014-08-21 - Publisher: John Wiley & Sons

A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of financial data. Through a fundamental balance between theory and applications, the
Statistical Analysis of Financial Data
Language: en
Pages: 646
Authors: James E. Gentle
Categories: Finance
Type: BOOK - Published: 2020-03-09 - Publisher: CRC Press

Statistical Analysis of Financial Data covers the use of statistical analysis and the methods of data science to model and analyze financial data. The first chapter is an overview of financial markets, describing the market operations and using exploratory data analysis to illustrate the nature of financial data. The software
Statistical Analysis of Financial Data
Language: en
Pages: 666
Authors: James Gentle
Categories: Business & Economics
Type: BOOK - Published: 2020-03-12 - Publisher: CRC Press

Statistical Analysis of Financial Data covers the use of statistical analysis and the methods of data science to model and analyze financial data. The first chapter is an overview of financial markets, describing the market operations and using exploratory data analysis to illustrate the nature of financial data. The software