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

List price:
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£76.50 |
We currently do not stock this item, please contact the publisher directly for
further information.
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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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