Statistical Analysis of Financial Data in S-PLUS |  | Author: Rene A. Carmona
Publisher: Springer
List Price: $104.00
Buy New: $57.19
as of 11/24/2009 04:14 CST details
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Seller: best_bargain_books3
Rating:  7 reviews
Sales Rank: 681871
Media: Hardcover
Edition: 1
Pages: 156
Number Of Items: 1
Shipping Weight (lbs): 2
Dimensions (in): 9.3 x 7.2 x 1
ISBN: 0387202862
Dewey Decimal Number: 332.0151955
EAN: 9780387202860
ASIN: 0387202862
Publication Date: March 4, 2004
Availability: Usually ships in 1-2 business days
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Product Description
This book introduces students to modern day analysis techniques, with an emphasis on a domain of applications of interest to financial engineering. It is both computational and mathematical in nature. Most problems considered are formulated in a rigorous manner. The book is divided in to three parts; Part I: Exploratory Data Analysis, Part II: Regression, and Part III: Time Series and State Space Models.
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| Customer Reviews:
Showing reviews 1-5 of 7
 as described October 6, 2007
Tiger (USA)
0 out of 3 found this review helpful
The book was completely brand new. The shipping decent, so overall a pretty great purchase.
this is a great book for who are not familiar with S plus October 13, 2005
Mark
2 out of 2 found this review helpful
It is very useful. If you do not have much experience in S plus programming. It combines Statistics and Finance perfectly. Definitely helps a lot!!
A Great Tool to get an Intuitive Feel for Statistics February 3, 2005
A. Steckl (New York, NY)
6 out of 6 found this review helpful
I took Prof. Carmona's class at Princeton using lecture notes from which the book is directly derived. I can say that I had no better experience than this class, and it truly gave the layman (that would be me) a great feel for basic and intermediate statistical techniques and analysis. Prof. Carmona's intention, as he stated at the beginning of the course was to give us a "license to practice statistics" and I think successful study of this book will give you just that.
 Dataset available now Prof Carmona's site April 20, 2004
Reader from New York (New York City, NY)
4 out of 7 found this review helpful
while I agree that Prof Carmona should have made the dataset available upon launching the book (...), I think you guys should have taken the time to email him and just ask for it, which I did. Besides this book is just what the doctor ordered for those us fluent in S-Plus and that have adopted it as tool of choice to perform empirical finance work. I rate this book 4 stars.
 What a rip-off April 18, 2004
5 out of 18 found this review helpful
After spending big money for this book, I was shocked I had to shell out even more money to get the data and S-plus scripts. Her book is like an old style teaser. Don't get suckered in.
Showing reviews 1-5 of 7
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