9781493951734 - Statistics and Data Analysis for Financial Engineering: with R examples (Springer Texts in Statistics) de Ruppert, David; Matteson, David S. (12 resultados)

Softcover. Condición: Very Good. Clean copy. Photos upon request. International shipping billed at cost.; Springer Texts In Statistics; 6.1 X 1.5 X 9.2 inches; 745 pages.

Paperback. Condición: Good. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience. Softcover reprint of the original 2nd ed. 2015.

Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Condición: New. pp. 719.

Condición: New. pp. 719.

Condición: New. pp. 719.

Paperback. Condición: Like New. Like New. book.

Taschenbuch. Condición: Neu. Statistics and Data Analysis for Financial Engineering | with R examples | David Ruppert (u. a.) | Taschenbuch | xxvi | Englisch | 2016 | Springer | EAN 9781493951734 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest. 748 pp. Englisch.

Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Examples using financial markets and economic data illustrate important conceptsR Labs with real-data exercises give students practice in data analysisIntegration of graphical and analytic methods for model selection and model checking quan.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 748 pp. Englisch.