Statistics and Data Analysis for Financial Engineering

Authors:

ISBN: 978-1-4419-7786-1 (Print) 978-1-4419-7787-8 (Online)

Table of contents (21 chapters)

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  1. Front Matter

    Pages i-xxii

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    Book Chapter

    Pages 1-4

    Introduction

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    Book Chapter

    Pages 5-15

    Returns

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    Book Chapter

    Pages 17-39

    Fixed Income Securities

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    Book Chapter

    Pages 41-78

    Exploratory Data Analysis

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    Book Chapter

    Pages 79-130

    Modeling Univariate Distributions

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    Book Chapter

    Pages 131-148

    Resampling

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    Book Chapter

    Pages 149-174

    Multivariate Statistical Models

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    Book Chapter

    Pages 175-200

    Copulas

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    Book Chapter

    Pages 201-255

    Time Series Models: Basics

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    Book Chapter

    Pages 257-283

    Time Series Models: Further Topics

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    Book Chapter

    Pages 285-308

    Portfolio Theory

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    Book Chapter

    Pages 309-340

    Regression: Basics

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    Book Chapter

    Pages 341-367

    Regression: Troubleshooting

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    Book Chapter

    Pages 369-411

    Regression: Advanced Topics

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    Book Chapter

    Pages 413-422

    Cointegration

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    Book Chapter

    Pages 423-442

    The Capital Asset Pricing Model

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    Book Chapter

    Pages 443-476

    Factor Models and Principal Components

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    Book Chapter

    Pages 477-504

    GARCH Models

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    Book Chapter

    Pages 505-529

    Risk Management

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    Book Chapter

    Pages 531-578

    Bayesian Data Analysis and MCMC

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