| DC Field | Value | Language |
|---|
| dc.contributor.author | Ruppert, David | - |
| dc.date.accessioned | 2021-04-21T06:51:32Z | - |
| dc.date.available | 2021-04-21T06:51:32Z | - |
| dc.date.issued | 2015 | - |
| dc.identifier.isbn | 978-1-4939-2614-5 | - |
| dc.identifier.uri | http://localhost:8080/xmlui/handle/123456789/212 | - |
| dc.description | This book does not teach R programming, but each chapter has an “R lab”
with data analysis and simulations. Students can learn R from these labs and
by using R’s help or the manual An Introduction to R (available at the CRAN
web site and R’s online help) to learn more about the functions used in the labs.
Also, the text does indicate which R functions are used in the examples. Oc-
casionally, R code is given to illustrate some process, for example, in Chap. 16
finding the tangency portfolio by quadratic programming. For readers wishing
to use R, the bibliographical notes at the end of each chapter mention books
that cover R programming and the book’s web site contains examples of the
R and WinBUGS code used to produce this book. Students enter my course
Statistics for Financial Engineering with quite disparate knowledge of R. Some
are very accomplished R programmers, while others have no experience with
R, although all have experience with some programming language. Students
with no previous experience with R generally need assistance from the instruc-
tor to get started on the R labs. Readers using this book for self-study should
learn R first before attempting the R labs. | en_US |
| dc.description.abstract | The first edition of this book has received a very warm reception. A number of
instructors have adopted this work as a textbook in their courses. Moreover,
both novices and seasoned professionals have been using the book for self-
study. The enthusiastic response to the book motivated a new edition. One
major change is that there are now two authors. The second edition improves
the book in several ways: all known errors have been corrected and changes
in R have been addressed. Considerably more R code is now included. The
GARCH chapter now uses the rugarch package, and in the Bayes chapter we
now use JAGS in place of OpenBUGS.
The first edition was designed primarily as a textbook for use in university
courses. Although there is an Instructor’s Manual with solutions to all exer-
cises and all problems in the R labs, this manual has been available only to
instructors. No solutions have been available for readers engaged in self-study.
To address this problem, the number of exercises and R lab problems has in-
creased and the solutions to many of them are being placed on the book’s web
site. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Springer | en_US |
| dc.subject | Statistics | en_US |
| dc.subject | Data Analysis | en_US |
| dc.subject | finance | en_US |
| dc.subject | Engineering | en_US |
| dc.title | Statistics and Data Analysis for Financial Engineering | en_US |
| dc.title.alternative | with R examples | en_US |
| dc.type | Book | en_US |
| Appears in Collections: | ARTS & SCIENCE
|
