Statistical analysis of financial data in S-PLUS / Rene A. Carmona.

By:

Carmona, R. (Ren�e)

Contributor(s):

NetLibrary, Inc

Material type: Text

TextSeries: Springer texts in statisticsPublication details: New York : Springer, c2004.Description: xvi, 451 p. : ill. ; 24 cmISBN:

9788184894745
9788184894745

Other title:

Statistical analysis of financial data in S-PLUS [electronic resource]

Subject(s):

LOC classification:

HG106 .C37 2004

Also available in online version.Review: "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.

Tags from this library:

NBHM (166)

Average rating: 0.0 (0 votes)

Holdings
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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