David Ruppert is Andrew Schultz, Jr., Professor of Engineering and Professor of Statistical Science, School of Operations Research and Information Engineering, Cornell University, where he teaches statistics and financial engineering and is a member of the Program in Financial Engineering. His research areas include asymptotic theory, semiparametric regression, functional data analysis, biostatistics, model calibration, measurement error, and astrostatistics. Professor Ruppert received his PhD in Statistics at Michigan State University. He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics and won the Wilcoxon prize. He is Editor of the Electronic Journal of Statistics, former Editor of the Institute of Mathematical Statistics's Lecture Notes--Monographs Series, and former Associate Editor of several major statistics journals. Professor Ruppert has published over 100 scientific papers and four books: Transformation and Weighting in Regression, Measurement Error in Nonlinear Models, Semiparametric Regression, and Statistics and Finance: An Introduction.
Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and analytic methods for modeling and diagnosing modeling errors. Despite some overlap with the author's undergraduate textbook Statistics and Finance: An Introduction, this book differs from that earlier volume in several important aspects: it is graduate-level; computations and graphics are done in R; and many advanced topics are covered, for example, multivariate distributions, copulas, Bayesian computations, VaR and expected shortfall, and cointegration. The prerequisites are basic statistics and probability, matrices and linear algebra, and calculus. Some exposure to finance is helpful.
發表於2024-05-20
Statistics and Data Analysis for Financial Engineering 2024 pdf epub mobi 電子書 下載
想看一下,但是英文的看的挺吃力,不知道有沒有翻譯過來啊,很想學習一下,最近在忙著金融建模,為什麼字數還不夠啊AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA
評分想看一下,但是英文的看的挺吃力,不知道有沒有翻譯過來啊,很想學習一下,最近在忙著金融建模,為什麼字數還不夠啊AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA
評分想看一下,但是英文的看的挺吃力,不知道有沒有翻譯過來啊,很想學習一下,最近在忙著金融建模,為什麼字數還不夠啊AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA
評分想看一下,但是英文的看的挺吃力,不知道有沒有翻譯過來啊,很想學習一下,最近在忙著金融建模,為什麼字數還不夠啊AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA
評分想看一下,但是英文的看的挺吃力,不知道有沒有翻譯過來啊,很想學習一下,最近在忙著金融建模,為什麼字數還不夠啊AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA
圖書標籤: 金融 Finance Statistics 金融工程 R 統計學 統計 Financial_Engineering
Stats 509
評分很詳細的書,現在還是做統計的比較有用哦
評分非常好
評分今天算是看完瞭吧 前麵都挺好的 最後兩章看的有點廢...20180813updated/剛看到ch7開始動腦子看書後速度明顯慢瞭很多????
評分1、非常非常棒的一本書,幾乎每章內容都是精品。尤其是迴歸和時序這兩部分 2、第4、5、6、7、8章可以給你打下良好的統計基礎
Statistics and Data Analysis for Financial Engineering 2024 pdf epub mobi 電子書 下載