Ingyenes szállítás a Packetával, 19 990 Ft feletti vásárlás esetén
Posta 1 795 Ft DPD 1 995 Ft PostaPont / Csomagautomata 1 690 Ft Postán 1 690 Ft GLS futár 1 590 Ft Packeta 990 Ft GLS pont 1 390 Ft

Statistical Analysis of Financial Data in S-Plus

Nyelv AngolAngol
Könyv Puha kötésű
Könyv Statistical Analysis of Financial Data in S-Plus René A. Carmona
Libristo kód: 06794495
Kiadó Springer-Verlag New York Inc., december 2011
Although there are many books on mathematical finance, few deal with the statistical aspects of mode... Teljes leírás
? points 318 b
51 094 Ft
Beszállítói készleten alacsony példányszámban Küldés 10-15 napon belül

30 nap a termék visszaküldésére


Ezt is ajánljuk


Look Who´s Back Timur Vermes / Puha kötésű
common.buy 6 144 Ft
Business Analysis Methodology Avsharn Bachoo / Puha kötésű
common.buy 30 455 Ft
Ethical Issues in Literacy Research / Kemény kötésű
common.buy 85 442 Ft
Golden Trail Kristen Ashley / Digital
common.buy 5 052 Ft
Baby Bibs to Cross Stitch Linda Gillum / Puha kötésű
common.buy 3 023 Ft
Imagem Conceitual Ronan Couto / Puha kötésű
common.buy 20 320 Ft
Psychotherapeutic Change Alvin R. Mahrer / Puha kötésű
common.buy 8 044 Ft
Guide to Chinese Medicine on the Internet Ka Wai Fan / Kemény kötésű
common.buy 54 277 Ft
Life M. Kronegger / Puha kötésű
common.buy 87 435 Ft
Globalization, Technological Change, and Employment Danupon Ariyasajjakorn / Puha kötésű
common.buy 35 296 Ft
Statistical Modeling and Computation Dirk P. Kroese / Kemény kötésű
common.buy 75 179 Ft
Japan and China Kazuo John Fukuda / Kemény kötésű
common.buy 79 567 Ft
Mathematical Statistics Bartel Leendert van der Waerden / Puha kötésű
common.buy 24 806 Ft
European Union Bill Vol. 7 Donald Turner / Puha kötésű
common.buy 22 123 Ft

Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This book fills this gap by addressing some of the most challenging issues facing any financial engineer. It shows how sophisticated mathematics and modern statistical techniques can be used in concrete financial problems.§Concerns of risk management are addressed by the control of extreme values, the fitting of distributions with heavy tails, the computation of values at risk (VaR), and other measures of risk. Data description techniques such as principal component analysis (PCA), smoothing, and regression are applied to the construction of yield and forward curve. Nonparametric estimation and nonlinear filtering are used for option pricing and earnings prediction.§The book is intended for undergraduate students majoring in financial engineering, or graduate students in a Master in finance or MBA program. Because it was designed as a teaching vehicle, it is sprinkled with practical examples using market data, and each chapter ends with exercises. Practical examples are solved in the computing environment of S-PLUS. They illustrate problems occurring in the commodity and energy markets, the fixed income markets as well as the equity markets, and even some new emerging markets like the weather markets.§The book can help quantitative analysts by guiding them through the details of statistical model estimation and implementation. It will also be of interest to researchers wishing to manipulate financial data, implement abstract concepts, and test mathematical theories, especially by addressing practical issues that are often neglected in the presentation of the theory.§Rene Carmona is the Paul M. Wythes '55 Professor of Engineering and Finance at Princeton University in the department of Operations Research and Financial Engineering and Director of Graduate Studies of the Bendheim Center for Finance. His publications include over seventy articles and six books in probability and statistics. He was elected Fellow of the Institute of Mathematical Statistics in 1984, and he is on the editorial board of several peer-reviewed journals and book series. Professor Carmona has developed computer programs for teaching of statistics, for research in signal analysis, and more recently, he contributed the library EVANESCE for the analysis of heavy tail distributions and copulas. The latter was included in the latest version of S-Plus. He has worked for many years on energy and weather derivatives, and he is recognized as a leading researcher and consultant in this area.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.

Ajándékozza oda ezt a könyvet még ma
Nagyon egyszerű
1 Tegye a kosárba könyvet, és válassza ki a kiszállítás ajándékként opciót 2 Rögtön küldjük Önnek az utalványt 3 A könyv megérkezik a megajándékozott címére

Belépés

Bejelentkezés a saját fiókba. Még nincs Libristo fiókja? Hozza létre most!

 
kötelező
kötelező

Nincs fiókja? Szerezze meg a Libristo fiók kedvezményeit!

A Libristo fióknak köszönhetően mindent a felügyelete alatt tarthat.

Libristo fiók létrehozása