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101109s2011 xxu| s |||| 0|eng d |
| 020 ## - NÚMERO INTERNACIONAL NORMALIZADO PARA LIBROS |
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| International Standard Book Number |
9781441977878 |
| -- |
978-1-4419-7787-8 |
| 040 ## - FUENTE DE CATALOGACIÓN |
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| Transcribing agency |
MX-MeUAM |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
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| Classification number |
QA276-280 |
| 082 04 - NÚMERO DE CLASIFICACIÓN DECIMAL DEWEY |
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| Classification number |
330.015195 |
| Edition number |
23 |
| 100 1# - ASIENTO PRINCIPAL--NOMBRE PERSONAL |
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| Personal name |
Ruppert, David. |
| Relator term |
author. |
| 245 10 - MENCIÓN DE TITULO |
|---|
| Title |
Statistics and Data Analysis for Financial Engineering |
| Medium |
[recurso electrónico] / |
| Statement of responsibility, etc. |
by David Ruppert. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York, NY : |
| Name of producer, publisher, distributor, manufacturer |
Springer New York, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2011. |
| 300 ## - DESCRIPCIÓN FÍSICA |
|---|
| Extent |
XXII, 638 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - MENCIÓN DE SERIE |
|---|
| Series statement |
Springer Texts in Statistics, |
| International Standard Serial Number |
1431-875X |
| 505 0# - NOTA DE CONTENIDO |
|---|
| Formatted contents note |
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. |
| 520 ## - NOTA DE RESUMEN, ETC. |
|---|
| Summary, etc. |
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. 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. |
| 596 ## - |
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| -- |
19 |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
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| Topical term or geographic name as entry element |
Statistics. |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Economics |
| General subdivision |
Statistics. |
| 650 14 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Statistics. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 710 2# - ASIENTO SECUNDARIO - NOMBRE CORPORATIVO |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9781441977861 |
| 830 #0 - ASIENTO SECUNDARIO DE SERIE--TITULO UNIFORME |
|---|
| Uniform title |
Springer Texts in Statistics, |
| International Standard Serial Number |
1431-875X |
| 856 40 - LOCALIZACIÓN Y ACCESO ELECTRÓNICOS |
|---|
| Public note |
Libro electrónico |
| Uniform Resource Identifier |
<a href="http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-1-4419-7787-8">http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-1-4419-7787-8</a> |
| 942 ## - TIPO DE MATERIAL (KOHA) |
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| Koha item type |
Libro Electrónico |
