Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and analytic methods for modeling and diagnosing modeling errors. Despite some overlap with the author's undergraduate textbook Statistics and Finance: An Introduction, this book differs from that earlier volume in several important aspects: it is graduate-level; computations and graphics are done in R; and many advanced topics are covered, for example, multivariate distributions, copulas, Bayesian computations, VaR and expected shortfall, and cointegration. The prerequisites are basic statistics and probability, matrices and linear algebra, and calculus. Some exposure to finance is helpful.
Publisher: Springer-Verlag New York Inc. ISBN: 9781441977861 Number of pages: 638 Weight: 1098 g Dimensions: 234 x 156 x 36 mm
Simply reserve online and pay at the counter when you collect.
Available in shop from just two hours, subject to availability.
Thank you for your reservation
Your order is now being processed and we have sent a confirmation email to you at
This item can be requested from the shops shown below. If this item isn't available to be reserved nearby, add the item to your basket instead and select 'Deliver to my local shop' at the checkout, to be able to collect it from there at a later date.
When will my order be ready to collect?
Following the initial email, you will be contacted by the shop to confirm that your item is available for collection.
Call us on or send us an email at
Unfortunately there has been a problem with your order
Please try again or alternatively you can contact your chosen shop on or send us an email at