MARC details
| 000 -LEADER |
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| fixed length control field |
01774nam a22002417a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20221114133253.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
221114b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781493951734 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
658.15 |
| Item number |
RUP |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ruppert, David |
| 245 ## - TITLE STATEMENT |
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| Title |
Statistics and data analysis for financial engineering : |
| Remainder of title |
with R examples |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
2nd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc. |
Springer |
| Place of publication, distribution, etc. |
New York |
| Date of publication, distribution, etc. |
2015 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xxvi, 719 p. |
| 365 ## - TRADE PRICE |
|---|
| Price type code |
EURO |
| Price amount |
64.99 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
About this book<br/>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. Financial engineers now have access to enormous quantities of data. To make use of these data, the powerful methods in this book, 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, multivariate volatility 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance--Statistical methods |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Statistics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Economics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematical statistics |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Matteson, David S. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |