{"product_id":"statistics-and-data-analysis-for-david-ruppert-9781461427490","title":"Statistics and Data Analysis for Financial Engineering","description":"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 \u003cem\u003eStatistics and Finance: An Introduction\u003c\/em\u003e, 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. \u003cbr\u003eThe prerequisites are basic statistics and probability, matrices and linear algebra, and calculus.\u003cbr\u003eSome exposure to finance is helpful.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e David Ruppert\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1461427495\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781461427490\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 12\/27\/2012\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 638\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.01lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 1.33d","brand":"David Ruppert","offers":[{"title":"Paperback","offer_id":44066416754943,"sku":"9781461427490","price":109.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_8dab60b5-35db-49a5-920f-7544ba9c9ffa.jpg?v=1685407143","url":"https:\/\/www.whiterainbookhouse.com\/products\/statistics-and-data-analysis-for-david-ruppert-9781461427490","provider":"WR Book House","version":"1.0","type":"link"}