Statistical Analysis of Financial Data in R

by René A. Carmona

Book Overview

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 used in the solutions of concrete financial problems. Concerns of risk management are addressed by the study of...

• Format: Paperback
• Language: English
• ISBN: 1493938355
• ISBN13: 9781493938353
• Release Date: September 2016
• Publisher: Springer
• Length: 588 Pages
• Weight: 2.29 lbs.
• Dimensions: 1.2" x 7.0" x 10.0"