Statistics and Data Analysis for Financial Engineering: With R Examples

by David S Matteson, David Ruppert, David S. Matteson, et al.

Book Overview

The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities...

• Format: Hardcover
• Language: English
• ISBN: 1493926136
• ISBN13: 9781493926138
• Release Date: April 2015
• Publisher: Springer
• Length: 719 Pages
• Weight: 2.70 lbs.
• Dimensions: 1.6" x 6.1" x 9.2"