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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      Book details

      Published 12/14/2013 12:00:00 AM
      ISBN-13 9781461487876
      978-1461487876
      ISBN-10 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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