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Item Details
Title: STATISTICAL ANALYSIS OF FINANCIAL DATA IN S-PLUS
By: Rene A. Carmona
Format: Hardback

List price: £76.50


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 0387202862
ISBN 13: 9780387202860
Publisher: SPRINGER-VERLAG NEW YORK INC.
Pub. date: 4 March, 2004
Pages: 471
Description: Discusses analyzing financial data with S-PLUS. This title provides an introduction of the tools for the estimation and simulation of heavy tail distributions and copulas, the computation of measures of risk, and the principal component analysis of yield curves.
Synopsis: This is the first book at the graduate textbook level to discuss analyzing financial data with S-PLUS. Its originality lies in the introduction of tools for the estimation and simulation of heavy tail distributions and copulas, the computation of measures of risk, and the principal component analysis of yield curves. The book is aimed at undergraduate students in financial engineering; master students in finance and MBA's, and to practitioners with financial data analysis concerns.
Illustrations: 138 black & white illustrations, biography
Publication: US
Imprint: Springer-Verlag New York Inc.
Returns: Non-returnable
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