Statistics and Data Analysis for Financial Engineering

by David Ruppert

Book Overview

Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and analytic methods for modeling and diagnosing modeling errors. Despite some overlap with the author's undergraduate...

• Format: Paperback
• Language: English
• ISBN: 1461427495
• ISBN13: 9781461427490
• Release Date: December 2012
• Publisher: Springer
• Length: 638 Pages
• Weight: 2.01 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"