Statistics and Data Analysis for Financial Engineering

By David Ruppert, David S. Matteson,

Book cover of Statistics and Data Analysis for Financial Engineering: With R Examples

Book description

The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These…

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1 author picked Statistics and Data Analysis for Financial Engineering as one of their favorite books. Why do they recommend it?

Ernest P. Chan Author Of Statistics and Data Analysis for Financial Engineering: With R Examples
Ernest P. Chan
Author

I have used this book to teach my Financial Risk Analytics course at Northwestern University for many years. As a textbook, it is surprisingly easy to read, and the abundant exercises are great. This would be a foundational text to read after you have read my own books. It puts you on solid ground to understand all the financial babble that you may read elsewhere. It includes extensive coverage of most basic topics important to a serious quantitative trader, while not being overly mathematical. Easily understandable if you have basic programming and math background from first year of university.…

From Ernest's list on quantitative trading for beginners.

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