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.
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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.
Imprint | Springer-Verlag New York |
Country of origin | United States |
Series | Springer Texts in Statistics |
Release date | December 2011 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2004 |
Authors | Rene Carmona |
Dimensions | 254 x 178 x 24mm (L x W x T) |
Format | Paperback |
Pages | 455 |
Edition | Softcover reprint of the original 1st ed. 2004 |
ISBN-13 | 978-1-4419-1908-3 |
Barcode | 9781441919083 |
Categories | |
LSN | 1-4419-1908-2 |