الناشر | Springer |
رقم الكتاب المعياري الدولي 13 | 9781493938353 |
رقم الكتاب المعياري الدولي 10 | 1493938355 |
الكاتب | René Carmona |
اللغة | English |
وصف الكتاب | Addressing the most challenging issues faced by financial engineers, this book shows how sophisticated mathematics and modern statistical techniques can be used in concrete financial problems. Includes practical examples solved in the R computing env |
عن المؤلف | 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. |
تاريخ النشر | 17 September 2016 |
عدد الصفحات | 588 pages |
Statistical Analysis of Financial Data in R