Description

Book Synopsis

Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems.



Table of Contents
Univariate Data Distributions.- Heavy Tail Distributions.- Dependence and Multivariate Data Exploration.- Parametric Regression.- Local and Nonparametric Regression.- Time Series Models.- Multivariate Time Series, Linear Systems and Kalman Filtering.- Nonlinear Time Series: Models and Simulation.- Appendices.- Indices.

Statistical Analysis of Financial Data in R Springer Texts in Statistics

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    A Hardback by René Carmona

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      View other formats and editions of Statistical Analysis of Financial Data in R Springer Texts in Statistics by René Carmona

      Publisher: Springer New York
      Publication Date: 12/14/2013 12:00:00 AM
      ISBN13: 9781461487876, 978-1461487876
      ISBN10: 1461487870

      Description

      Book Synopsis

      Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems.



      Table of Contents
      Univariate Data Distributions.- Heavy Tail Distributions.- Dependence and Multivariate Data Exploration.- Parametric Regression.- Local and Nonparametric Regression.- Time Series Models.- Multivariate Time Series, Linear Systems and Kalman Filtering.- Nonlinear Time Series: Models and Simulation.- Appendices.- Indices.

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