Statistics and Data Analysis for Financial Engineering

摘要: Introduction.- Returns.- Fixed income securities.- Exploratory data analysis.- Modeling univariate distributions.- Resampling.- Multivariate statistical models.- Copulas.- Time series models: basics.- further topics.- Portfolio theory.- Regression: troubleshooting.- advanced Cointegration.- The capital asset pricing model.- Factor models and principal components.- GARCH Risk management.- Bayesian analysis MCMC.- Nonparametric regression splines.