Statistics and data analysis for fin...
Ruppert, David.

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  • Statistics and data analysis for financial engineering = with R examples /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Statistics and data analysis for financial engineering/ by David Ruppert, David S. Matteson.
    其他題名: with R examples /
    作者: Ruppert, David.
    其他作者: Matteson, David S.
    出版者: New York, NY :Springer New York : : 2015.,
    面頁冊數: xxvi, 221 p. :ill., digital ;24 cm.
    內容註: Introduction -- Returns -- Fixed income securities -- Exploratory data analysis -- Modeling univariate distributions -- Resampling -- Multivariate statistical models -- Copulas -- Time series models: basics -- Time series models: further topics -- Portfolio theory -- Regression: basics -- Regression: troubleshooting -- Regression: advanced topics -- Cointegration -- The capital asset pricing model -- Factor models and principal components -- GARCH models -- Risk management -- Bayesian data analysis and MCMC -- Nonparametric regression and splines.
    Contained By: Springer eBooks
    標題: Financial engineering - Statistical methods. -
    電子資源: http://dx.doi.org/10.1007/978-1-4939-2614-5
    ISBN: 9781493926145 (electronic bk.)
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W9270324 電子資源 11.線上閱覽_V 電子書 EB HG176.7 .R946 2015 一般使用(Normal) 在架 0
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