Statistical Analysis of Financial Data in R
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
- PDF / 11,886,332 Bytes
- 595 Pages / 504.63 x 737.01 pts Page_size
- 49 Downloads / 368 Views
René Carmona
Statistical Analysis of Financial Data in R Second Edition
Springer Texts in Statistics Series Editors: G. Casella R. DeVeaux S.E. Fienberg I. Olkin
For further volumes: http://www.springer.com/series/417
Ren´e Carmona
Statistical Analysis of Financial Data in R Second Edition
123
Ren´e Carmona Department of Operations Research and Financial Engineering Princeton University Princeton, NJ, USA
ISSN 1431-875X ISSN 2197-4136 (electronic) ISBN 978-1-4614-8787-6 ISBN 978-1-4614-8788-3 (eBook) DOI 10.1007/978-1-4614-8788-3 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2013951152 © Springer Science+Business Media New York 2014 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
To Chanel, Chelsea, and St´ephanie
Preface
Like its earlier incarnation in S-Plus written over 10 years ago, this book is a polished version of the lecture notes written for a one-semester junior statistics course offered to the undergraduate students majoring in the Department of Operations Research and Financial Engineering and a core course of the Master’s program of the Bendheim Center for Finance at Princeton University. The common goal of both courses is to introduce students to modern data analysis used in the financial industry. Th
Data Loading...
