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Statistical Analysis of Financial Data in S-Plus

Download or Read eBook Statistical Analysis of Financial Data in S-Plus PDF written by René Carmona and published by Springer Science & Business Media. This book was released on 2006-04-18 with total page 456 pages. Available in PDF, EPUB and Kindle.
Statistical Analysis of Financial Data in S-Plus
Author :
Publisher : Springer Science & Business Media
Total Pages : 456
Release :
ISBN-10 : 9780387218243
ISBN-13 : 0387218246
Rating : 4/5 (43 Downloads)

Book Synopsis Statistical Analysis of Financial Data in S-Plus by : René Carmona

Book excerpt: 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.


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