Statistical Analysis of Financial Data in R by Ren Carmona

Statistical Analysis of Financial Data in R by Ren Carmona

Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems.

René Carmona is the Paul M. Wythes '55 Professor of Engineering and Finance at Princeton University in the department of Operations Research and Financial Engineering, and Director of Graduate Studies of the Bendheim Center for Finance. His publications include over one hundred articles and eight books in probability and statistics. He was elected Fellow of the Institute of Mathematical Statistics in 1984, and of the Society for Industrial and Applied Mathematics in 2010. He is on the editorial board of several peer-reviewed journals and book series. Professor Carmona has developed computer programs for teaching statistics and research in signal analysis and financial engineering. He has worked for many years on energy, the commodity markets and more recently in environmental economics, and he is recognized as a leading researcher and expert in these areas.

SKU	Unavailable
ISBN 13	9781461487876
ISBN 10	1461487870
Title	Statistical Analysis of Financial Data in R
Author	René Carmona
Series	Springer Texts In Statistics
Condition	Unavailable
Binding Type	Hardback
Publisher	Springer-Verlag New York Inc.
Year published	2013-12-14
Number of pages	588
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.