Statistical Analysis of Financial Data

James E Gentle

Informasi Umum

Kode

21.21.2828

Klasifikasi

519.5 - Statistical mathematics, parametric and nonparametric methods

Jenis

Buku - Elektronik (E-Book)

Subjek

Statics

No. Rak

Dilihat

188 kali

Informasi Lainnya

Abstraksi

Statistical Analysis of Financial Data covers the use of statistical analysis and the methods of data science to model and analyze financial data. The first chapter is an overview of financial markets, describing the market operations and using exploratory data analysis to illustrate the nature of financial data. The software used to obtain the data for the examples in the first chapter and for all computations and to produce the graphs is R. However discussion of R is deferred to an appendix to the first chapter, where the basics of R, especially those most relevant in financial applications, are presented and illustrated. The appendix also describes how to use R to obtain current financial data from the internet.

Chapter 2 describes the methods of exploratory data analysis, especially graphical methods, and illustrates them on real financial data. Chapter 3 covers probability distributions useful in financial analysis, especially heavy-tailed distributions, and describes methods of computer simulation of financial data. Chapter 4 covers basic methods of statistical inference, especially the use of linear models in analysis, and Chapter 5 describes methods of time series with special emphasis on models and methods applicable to analysis of financial data.