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简介
Statistics and Data Analysis for Financial Engineering 豆 9.4分
资源最后更新于 2020-11-26 07:32:22
作者：David Ruppert
出版社：Springer
出版日期：2010-01
ISBN：9781441977861
文件格式： pdf
标签： 金融 Finance Statistics 金融工程 R 统计学 统计 Financial_Engineering
简介· · · · · ·
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 diagnos...
目录
1. Introduction.
2. Returns.
3. Fixed income securities.
4. Exploratory data analysis.
5. Modeling univariate distributions.
6. Resampling.
7. Multivariate statistical models.
8. Copulas.
9. Time series models: basics.
10. Time series models: further topics.
11. Portfolio theory.
12. Regression: basics.
13. Regression: troubleshooting.
14. Regression: advanced topics.
15. Cointegration.
16. The capital asset pricing model.
17. Factor models and principal components.
18. GARCH models.
19. Risk management.
20. Bayesian data analysis and MCMC.
21. Nonparametric regression and splines.
2. Returns.
3. Fixed income securities.
4. Exploratory data analysis.
5. Modeling univariate distributions.
6. Resampling.
7. Multivariate statistical models.
8. Copulas.
9. Time series models: basics.
10. Time series models: further topics.
11. Portfolio theory.
12. Regression: basics.
13. Regression: troubleshooting.
14. Regression: advanced topics.
15. Cointegration.
16. The capital asset pricing model.
17. Factor models and principal components.
18. GARCH models.
19. Risk management.
20. Bayesian data analysis and MCMC.
21. Nonparametric regression and splines.
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