Statistical analysis of financial data in S-PLUS / Rene A. Carmona.
Material type: TextSeries: Springer texts in statisticsPublication details: New York : Springer, c2004.Description: xvi, 451 p. : ill. ; 24 cmISBN:- 9788184894745
- 9788184894745
- Statistical analysis of financial data in S-PLUS [electronic resource]
- HG106 .C37 2004
Item type | Current library | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
General Books | CUTN Central Library Generalia | 332.01519 (Browse shelf(Opens below)) | 1 | Available | 11300 | |
General Books | CUTN Central Library Generalia | 332.01519 (Browse shelf(Opens below)) | 2 | Available | 11379 |
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.
Also available in online version.
Electronic reproduction. Boulder, Colo. : NetLibrary, 2005.
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