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Statistical analysis of financial data in S-PLUS /

Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This book fills this gap by addressing some of the most challenging issues facing any financial engineer. It shows how sophisticated mathematics and...

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Bibliographic Details
Main Author: Carmona, R. (René)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York : Springer, [2004]
Series:Springer texts in statistics.
Subjects:
S-Plus.
Finance > Mathematical models.
Finance > Econometric models.
Statistics.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Quantitative Finance.
BUSINESS & ECONOMICS > Finance.
Financiële gegevens.
Statistische analyse.
Electronic books.
Online Access:Connect to the full text of this electronic book
Connect to the full text of this electronic book
Table of Contents:
  • Univariate Exploratory Data Analysis
  • Multivariate Data Exploration
  • Parametric Regression
  • Local and Nonparametric Regression
  • Time Series Models: AR, MA, ARMA, and all that
  • Multivariate Linear Systems and Filtering
  • Nonlinear Time Series.