Description

Book Synopsis
The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering.

Table of Contents
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.

Statistics and Data Analysis for Financial

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    Order before 4pm tomorrow for delivery by Mon 17 Aug 2026.

    A Hardback by David Ruppert, David S. Matteson

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      View other formats and editions of Statistics and Data Analysis for Financial by David Ruppert

      Publisher: Springer-Verlag New York Inc.
      Publication Date: Publication Date: 1/22/2015 12:04:00 AM
      ISBN13: 9781493926138, 978-1493926138
      ISBN10: 1493926136

      Description

      Book Synopsis
      The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering.

      Table of Contents
      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.

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