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…

Shepherd is reader supported. When you buy books, we may earn an affiliate commission.

Why read it?

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

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.

Want books like Statistics and Data Analysis for Financial Engineering?

Our community of 11,000+ authors has personally recommended 100 books like Statistics and Data Analysis for Financial Engineering.

Browse books like Statistics and Data Analysis for Financial Engineering

5 book lists we think you will like!

Interested in statistics, math, and economics?

11,000+ authors have recommended their favorite books and what they love about them. Browse their picks for the best books about statistics, math, and economics.

Statistics Explore 29 books about statistics
Math Explore 259 books about math
Economics Explore 392 books about economics