DMCA. Copyrighted Work that you can Claim.
Base have 820 524 books.
Search: 


πŸ“™ Statistics and Data Analysis for Financial Engineering by David Ruppert (auth.) β€” pdf free


Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and analytic methods for modeling and diagnosing modeling errors. Despite some overlap with the author's undergraduate textbook Statistics and Finance: An Introduction, this book differs from that earlier volume in several important aspects: it is graduate-level; computations and graphics are done in R; and many advanced topics are covered, for example, multivariate distributions, copulas, Bayesian computations, VaR and expected shortfall, and cointegration. The prerequisites are basic statistics and probability, matrices and linear algebra, and calculus. Some exposure to finance is helpful.

David Ruppert is Andrew Schultz, Jr., Professor of Engineering and Professor of Statistical Science, School of Operations Research and Information Engineering, Cornell University, where he teaches statistics and financial engineering and is a member of the Program in Financial Engineering. His research areas include asymptotic theory, semiparametric regression, functional data analysis, biostatistics, model calibration, measurement error, and astrostatistics. Professor Ruppert received his PhD in Statistics at Michigan State University. He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics and won the Wilcoxon prize. He is Editor of the Electronic Journal of Statistics, former Editor of the Institute of Mathematical Statistics's Lecture Notes--Monographs Series, and former Associate Editor of several major statistics journals. Professor Ruppert has published over 100 scientific papers and four books: Transformation and Weighting in Regression, Measurement Error in Nonlinear Models, Semiparametric Regression, and Statistics and Finance: An Introduction.



About book:

About file:

  • File size: 11 951 439
  • Format: pdf


Security code:
Download button

Similar books results


Statistical Inference for Financial Engineering
Statistical Inference for Financial Engineering download pdf by Masanobu Taniguchi, Tomoyuki Amano, Hiroaki Ogata, Hiroyuki Taniai (auth.)

​This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, ...

Methods for Statistical Data Analysis of Multivariate Observations, Second Edition
Methods for Statistical Data Analysis of Multivariate Observations, Second Edition pdf free by R. Gnanadesikan(auth.)

A practical guide for multivariate statistical techniques-- now updated and revised In recent years, innovations in computer technology and statistical methodologies have dramatically altered the landscape of multivariate data analysis. This new edition o...

Recurrent events data analysis for product repairs, disease recurrences, and other applications
Recurrent events data analysis for product repairs, disease recurrences, and other applications free pdf by Wayne B. Nelson

Survival data consist of a single event for each population unit, namely, end of life, which is modeled with a life distribution. In contrast, many applications involve repeated-events data, where a unit may accumulate any number of events over time. Exam...

Recurrent events data analysis for product repairs, disease recurrences, and other applications
Recurrent events data analysis for product repairs, disease recurrences, and other applications free pdf by Wayne B. Nelson

Survival data consist of a single event for each population unit, namely, end of life, which is modeled with a life distribution. In contrast, many applications involve repeated-events data, where a unit may accumulate any number of events over time. Exam...

Recurrent Events Data Analysis for Product Repairs, Disease Recurrences, and Other Applications
Recurrent Events Data Analysis for Product Repairs, Disease Recurrences, and Other Applications free pdf by Wayne B. Nelson

Survival data consist of a single event for each population unit, namely, end of life, which is modeled with a life distribution. In contrast, many applications involve repeated-events data, where a unit may accumulate any number of events over time. Exam...

Statistics and Data Analysis for the Behavioral Sciences
Statistics and Data Analysis for the Behavioral Sciences free pdf by Dana S. Dunn, Suzanne Mannes

Dana S. Dunn, author of The Practical Researcher: A Student Guide to Conducting Psychological Research, brings his twelve years of statistics teaching experience to life in the new Statistics and Data Analysis for the Behavioral Sciences. Dr. Dunn combin...

Statistics and Data Analysis For Behavioral Sciences
Statistics and Data Analysis For Behavioral Sciences free epub by Dana S Dunn

Dana S. Dunn, author of The Practical Researcher: A Student Guide to Conducting Psychological Research, brings his twelve years of statistics teaching experience to life in the new Statistics and Data Analysis for the Behavioral Sciences. Dr. Dunn combin...

Excel Data Analysis For Dummies
Excel Data Analysis For Dummies pdf free by Stephen L. Nelson, E. C. Nelson

Harness the power of Excel to discover what your numbers are hidingExcel Data Analysis For Dummies, 2nd Edition is the ultimate guide to getting the most out of your data. Veteran Dummies author Stephen L. Nelson guides you through the basic and not-so-ba...

Excel Data Analysis For Dummies
Excel Data Analysis For Dummies epub download by Stephen L. Nelson, E. C. Nelson

Harness the power of Excel to discover what your numbers are hiding Excel Data Analysis For Dummies, 2 nd Edition is the ultimate guide to getting the most out of your data. Veteran Dummies author Stephen L. Nelson guides you through the basic and not–so–...