Statistical analysis of financial data in S-PLUS /
Carmona, R.
Statistical analysis of financial data in S-PLUS / Statistical analysis of financial data in S-PLUS [electronic resource] Rene A. Carmona. - New York : Springer, c2004. - xvi, 451 p. : ill. ; 24 cm. - Springer texts in statistics. .
Based on the author's lecture notes for a course at Princeton University.
Includes bibliographical references (p. 429-432) and indexes.
Online version restricted to NUS staff and students only through NUSNET.
"Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This book fills this gap by addressing some of the most challenging issues facing any financial engineer. It shows how sophisticated mathematics and modern statistical techniques can be used in concrete financial problems."--BOOK JACKET.
Electronic reproduction.
Boulder, Colo. :
NetLibrary,
2005.
9788184894745 9788184894745
2003066218
S-Plus.
Finance--Mathematical models.
Finance--Econometric models.
HG106 / .C37 2004
Statistical analysis of financial data in S-PLUS / Statistical analysis of financial data in S-PLUS [electronic resource] Rene A. Carmona. - New York : Springer, c2004. - xvi, 451 p. : ill. ; 24 cm. - Springer texts in statistics. .
Based on the author's lecture notes for a course at Princeton University.
Includes bibliographical references (p. 429-432) and indexes.
Online version restricted to NUS staff and students only through NUSNET.
"Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This book fills this gap by addressing some of the most challenging issues facing any financial engineer. It shows how sophisticated mathematics and modern statistical techniques can be used in concrete financial problems."--BOOK JACKET.
Electronic reproduction.
Boulder, Colo. :
NetLibrary,
2005.
9788184894745 9788184894745
2003066218
S-Plus.
Finance--Mathematical models.
Finance--Econometric models.
HG106 / .C37 2004