01145nam0 22003011i 450 UON0040720920231205104724.29720120320d1966 |0itac50 barumRO|||| 1||||Columna lui TraianConstantin Daicoviciu, Hadrian DaicoviciuBucurestiEditura Meridiane196635 p.tav.23 cm.ROMAStoriaUONC025754FICOLONNA TRAIANAUONC080049FIROBucureştiUONL000071937.02STORIA DI ROMA ANTICA21DAICOVICIUConstantinUONV194333207349DAICOVICIUHadrianUONV205906487235Editura MeridianeUONV262442650ITSOL20240220RICASIBA - SISTEMA BIBLIOTECARIO DI ATENEOUONSIUON00407209SIBA - SISTEMA BIBLIOTECARIO DI ATENEOSI FONDO ONCIULESCU D 0686 SI 936 5 0686 STORIA ROMANAROMA - StoriaUONC025755Columna lui Traian1345507UNIOR00849cam2 22002531 450 SOBE0008325120250523095825.020250523d1966 |||||ita|0103 baitaIT2John Pope-HennessyMilanoG. Feltrinelli1966P. 128-467ill.28 cm001SOBE000832492001 <<3: Il >>Cinquecento e il barocco / John Pope-HennessyPope-Hennessy, JohnAF000097700708007ITUNISOB20250523RICAUNISOBUNISOBFondo|Calì182920SOBE00083251M 102 Monografia moderna SBNWFondo|Calì000663-2SI18292020250403CaliDonoNrovitoUNISOBUNISOB20250523095741.020250523095816.0rovito24383455UNISOB04835nam 22007335 450 991029996120332120250408015631.01-4614-8788-910.1007/978-1-4614-8788-3(CKB)3710000000078714(Springer)9781461487883(MH)013884411-9(SSID)ssj0001091963(PQKBManifestationID)11655222(PQKBTitleCode)TC0001091963(PQKBWorkID)11029940(PQKB)11788204(DE-He213)978-1-4614-8788-3(MiAaPQ)EBC6315881(MiAaPQ)EBC1591898(Au-PeEL)EBL1591898(CaPaEBR)ebr10983466(OCoLC)872108722(PPN)176099689(EXLCZ)99371000000007871420131213d2014 u| 0engurnn#008mamaatxtrdacontentcrdamediacrrdacarrierStatistical Analysis of Financial Data in R /by René Carmona2nd ed. 2014.New York, NY :Springer New York :Imprint: Springer,2014.1 online resource (XVII, 588 p. 187 illus., 37 illus. in color.)online resourceSpringer Texts in Statistics,2197-4136Revised edition of the author's Statistical analysis of financial data in S-PLUS, published in 2004.1-4614-8787-0 Includes bibliographical references and indexes.Univariate Data Distributions -- Heavy Tail Distributions -- Dependence and Multivariate Data Exploration -- Parametric Regression -- Local and Nonparametric Regression -- Time Series Models -- Multivariate Time Series, Linear Systems and Kalman Filtering -- Nonlinear Time Series: Models and Simulation -- Appendices -- Indices.Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This book fills this gap by addressing some of the most challenging issues facing any financial engineer. It shows how sophisticated mathematics and modern statistical techniques can be used in concrete financial problems. Concerns of risk management are addressed by the control of extreme values, the fitting of distributions with heavy tails, the computation of values at risk (VaR), and other measures of risk. Data description techniques such as principal component analysis (PCA), smoothing, and regression are applied to the construction of yield and forward curve. Nonparametric estimation and nonlinear filtering are used for option pricing and earnings prediction. The book is intended for undergraduate students majoring in financial engineering, or graduate students in a Master in finance or MBA program. Because it was designed as a teaching vehicle, it is sprinkled with practical examples using market data, and each chapter ends with exercises. Practical examples are solved in the computing environment of R. They illustrate problems occurring in the commodity and energy markets, the fixed income markets as well as the equity markets, and even some new emerging markets like the weather markets. The book can help quantitative analysts by guiding them through the details of statistical model estimation and implementation. It will also be of interest to researchers wishing to manipulate financial data, implement abstract concepts, and test mathematical theories, especially by addressing practical issues that are often neglected in the presentation of the theory.Springer Texts in Statistics,2197-4136StatisticsStatisticsSocial sciencesMathematicsStatistics in Business, Management, Economics, Finance, InsuranceStatistical Theory and MethodsMathematics in Business, Economics and FinanceStatistics.Statistics.Social sciencesMathematics.Statistics in Business, Management, Economics, Finance, Insurance.Statistical Theory and Methods.Mathematics in Business, Economics and Finance.332.015195Carmona R(René),authttp://id.loc.gov/vocabulary/relators/aut974545MiAaPQMiAaPQMiAaPQBOOK9910299961203321Statistical Analysis of Financial Data in R4469184UNINAThis Record contains information from the Harvard Library Bibliographic Dataset, which is provided by the Harvard Library under its Bibliographic Dataset Use Terms and includes data made available by, among others the Library of Congress