Items related to Statistics and Data Analysis for Financial Engineering:...
Synopsis
Introduction.- Returns.- Fixed income securities.- Exploratory data analysis.- Modeling univariate distributions.- Resampling.- Multivariate statistical models.- Copulas.- Time series models: basics.- Time series models: further topics.- Portfolio theory.- Regression: basics.- Regression: troubleshooting.- Regression: advanced topics.- Cointegration.- The capital asset pricing model.- Factor models and principal components.- GARCH models.- Risk management.- Bayesian data analysis and MCMC.- Nonparametric regression and splines.
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- PublisherSpringer
- Publication date2015
- ISBN 10 1493926152
- ISBN 13 9781493926152
- BindingPaperback
- LanguageEnglish
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