Statistical Analysis of Financial Data in S-Plus (Springer Texts in Statistics)
Author: Rene A Carmona
This book introduces students to modern day analysis techniques, with an emphasis on a domain of applications of interest to financial engineering. It is both computational and mathematical in nature. Most problems considered are formulated in a rigorous manner. The book is divided in to three parts; Part I: Exploratory Data Analysis, Part II: Regression, and Part III: Time Series and State Space Models.
Table of Contents:
Pt. I | Data Exploration, Estimation and Simulation | |
1 | Univariate Exploratory Data Analysis | 3 |
2 | Multivariate Data Exploration | 49 |
Pt. II | Regression | |
3 | Parametric Regression | 105 |
4 | Local & Nonparametric Regression | 175 |
Pt. III | Time Series & State Space Models | |
5 | Time Series Models: AR, MA, ARMA, & All That | 239 |
6 | Multivariate Time Series, Linear Systems & Kalman Filtering | 311 |
7 | Nonlinear Time Series: Models and Simulation | 353 |
App | An Introduction to s and s-Plus | 411 |
References | 429 | |
Notation Index | 433 | |
Data Set Index | 435 | |
S-Plus Index | 437 | |
Author Index | 441 | |
Subject Index | 445 |
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Global Exchange: Reading and Writing in a World Context
Author: Ann Watters
Expand your perceptions and challenge your ideas.
To reflect critically on the events of our times, we benefit from moving beyond our traditional means of obtaining information and exchanging ideas. Global Exchange helps you have a clearer understanding of our international context and of non-U.S. perspectives; encourages you to take discussions outward and to pursue more information and other viewpoints; and allows you to test your own ideas and your ability to communicate across cultures.
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