Friday, December 26, 2008

Statistical Analysis of Financial Data in S Plus or Global Exchange

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. IData Exploration, Estimation and Simulation
1Univariate Exploratory Data Analysis3
2Multivariate Data Exploration49
Pt. IIRegression
3Parametric Regression105
4Local & Nonparametric Regression175
Pt. IIITime Series & State Space Models
5Time Series Models: AR, MA, ARMA, & All That239
6Multivariate Time Series, Linear Systems & Kalman Filtering311
7Nonlinear Time Series: Models and Simulation353
AppAn Introduction to s and s-Plus411
References429
Notation Index433
Data Set Index435
S-Plus Index437
Author Index441
Subject Index445

New interesting book: Iron Disorders Institute Guide to Hemochromatosis or Sadhana

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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