Statistics and Data Analysis for Financial Engineering - Springer Texts in Statistics (Paperback)David Ruppert (author)
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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.
Number of pages: 638
Weight: 997 g
Dimensions: 235 x 155 x 33 mm
Edition: 2011 ed.
From the reviews:"Book under review is aimed at Master's students in a financial engineering program and spans the gap between some very basic finance concepts and some very advanced statistical concepts ... . The book is evidently intended as, and is best approached as, a kind of working text, giving students the opportunity to work in detail through a variety of examples. The substantial chapters on regression and time series are particularly helpful in this regard. There is lots of useful R code and many example analyses." (R. A. Maller, Mathematical Reviews, Issue 2012 d)
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