"Carmona, Rene A"

Statistical analysis of financial data in S -plus - New York Springer-Verlag c2004 - "xvi,451p. : ill. ;24cm."

includes bibliographical references and index

"Contents: 1: Univariate exploratory data analysis-2: Multivariate data exploration - 3: Parametric regression -- 4: Local & nonparametric regression - 5: Time series & state space models - 6: Multivariate time series, linear systems & Kalman filtering - 7: Nonlinear time series: Models and simulation - Appendix: An introduction to S and S-Plus"

0387202862


Finance--Econometric models
Finance--Mathematical models