D. Ruppert, D.S.

Matteson
Statistics and Data Analysis for Financial Engineering
with R examples

Series: Springer Texts in Statistics

Examples using financial markets and economic data illustrate

important concepts
R Labs with real-data exercises give students practice in data analysis
Integration of graphical and analytic methods for model selection
and model checking quantify
Helps mitigate risks due to modeling errors and uncertainty

The new edition of this influential textbook, geared towards graduate or advanced
undergraduate students, teaches the statistics necessary for financial engineering. In
doing so, it illustrates concepts using financial markets and economic data, R Labs with
real-data exercises, and graphical and analytic methods for modeling and diagnosing
2nd ed. 2015, XXVI, 719 p. 221 illus., 108 modeling errors. Financial engineers now have access to enormous quantities of data. To
illus. in color.
make use of these data, the powerful methods in this book, particularly about volatility
and risks, are essential. Strengths of this fully-revised edition include major additions to
the R code and the advanced topics covered. Individual chapters cover, among other
Printed book topics, multivariate distributions, copulas, Bayesian computations, risk management,
Hardcover multivariate volatility and cointegration. Suggested prerequisites are basic knowledge of
79,99 | 72.00 | $99.00 statistics and probability, matrices and linear algebra, and calculus. There is an appendix
*85,59(D) | 87,99(A) | CHF106.50 on probability, statistics and linear algebra. Practicing financial engineers will also find this
book of interest.

eBook
Available from your library or David Ruppert is Andrew Schultz, Jr., Professor of Engineering and Professor of Statistical
springer.com/shop Science at Cornell University, where he teaches statistics and financial engineering
and is a member of the Program in Financial Engineering. Professor Ruppert received
his PhD in Statistics at Michigan State University. He is a Fellow of the American
MyCopy
Statistical Association and the Institute of Mathematical Statistics and won the Wilcoxon
Printed eBook for just prize. He is Editor of the Journal of the American Statistical Association-Theory and
| $ 24.99 Methods and former Editor of the Electronic Journal of Statistics and of the Institute of
springer.com/mycopy Mathematical Statistics's Lecture NotesMonographs. Professor Ruppert has published
over 125 scientific papers and four books: Transformation and Weighting in Regression,
Measurement Error in Nonlinear Models, Semiparametric Regression, and Statistics and
Finance: An Introduction.

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