圖書標籤: 金融數學 金融工程 金融學 統計學 英文原版 數學
发表于2024-11-26
Statistics and Data Analysis for Financial Engineering pdf epub mobi txt 電子書 下載 2024
David Ruppert is Andrew Schultz, Jr., Professor of Engineering and Professor of Statistical Science, School of Operations Research and Information Engineering, Cornell University, where he teaches statistics and financial engineering and is a member of the Program in Financial Engineering. His research areas include asymptotic theory, semiparametric regression, functional data analysis, biostatistics, model calibration, measurement error, and astrostatistics. Professor Ruppert received his PhD in Statistics at Michigan State University. He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics and won the Wilcoxon prize. He is Editor of the Electronic Journal of Statistics, former Editor of the Institute of Mathematical Statistics's Lecture Notes--Monographs Series, and former Associate Editor of several major statistics journals. Professor Ruppert has published over 100 scientific papers and four books: Transformation and Weighting in Regression, Measurement Error in Nonlinear Models, Semiparametric Regression, and Statistics and Finance: An Introduction.
好書,講的非常清晰。
評分非常好,主要是言之有物,有許多實際的數據/代碼示例. 我比較喜歡的是 (1) eda的講解,便於理解數據的屬性 (log處理與平穩性; 尾部差異; 排序相關性; 自相關屬性; volatility clustering); (2) factor的計算,以前沒接觸過,講得比較容易懂. 適閤在FRM-1後復習鞏固,因為很多內容已經學過瞭
評分好書,講的非常清晰。
評分好書,講的非常清晰。
評分好書,講的非常清晰。
想看一下,但是英文的看的挺吃力,不知道有没有翻译过来啊,很想学习一下,最近在忙着金融建模,为什么字数还不够啊AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA
評分非常好,主要是言之有物,有很多实际的例子/代码 推荐考完FRM-1快速过一遍,因为内容很多重合,可以加深理解,花个2天就看完了,便于后续作为知识框架查阅(不然之后再看就全忘了...比如我;看了一半想起来好像都学过,浪费了很多时间....) 我比较喜欢的是 - EDA的讲解. 便于...
評分想看一下,但是英文的看的挺吃力,不知道有没有翻译过来啊,很想学习一下,最近在忙着金融建模,为什么字数还不够啊AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA
評分非常好,主要是言之有物,有很多实际的例子/代码 推荐考完FRM-1快速过一遍,因为内容很多重合,可以加深理解,花个2天就看完了,便于后续作为知识框架查阅(不然之后再看就全忘了...比如我;看了一半想起来好像都学过,浪费了很多时间....) 我比较喜欢的是 - EDA的讲解. 便于...
評分非常好,主要是言之有物,有很多实际的例子/代码 推荐考完FRM-1快速过一遍,因为内容很多重合,可以加深理解,花个2天就看完了,便于后续作为知识框架查阅(不然之后再看就全忘了...比如我;看了一半想起来好像都学过,浪费了很多时间....) 我比较喜欢的是 - EDA的讲解. 便于...
Statistics and Data Analysis for Financial Engineering pdf epub mobi txt 電子書 下載 2024