Statistics and Data Analysis for Financial Engineering (Registro nro. 7135)

Detalles MARC
000 -LEADER
fixed length control field 03321nam a2200385 a 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250329170945.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
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007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cnu---uuuuu
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 150421s2015 nyu s 000 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781493926145
-- 978-1-4939-2614-5
040 ## - CATALOGING SOURCE
Original cataloging agency CO-CtgCURN
Language of cataloging spa
Transcribing agency coctgcurn
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.015195
Edition information 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Ruppert, David,
Dates associated with a name 1948-
Relator term autor.
Data provenance http://id.loc.gov/authorities/names/n82073618.
245 10 - TITLE STATEMENT
Title Statistics and Data Analysis for Financial Engineering
Medium [electronic resource] :
Remainder of title with R examples /
Statement of responsibility, etc. by David Ruppert, David S. Matteson.
250 ## - EDITION STATEMENT
Edition statement 2nd ed. 2015.
260 #4 - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. New York, NY : : :
Name of publisher, distributor, etc. Springer New York : : :
-- Imprint: Springer,,,
Date of publication, distribution, etc. 2015.
260 #1 - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 2015.
300 ## - PHYSICAL DESCRIPTION
Extent XXVI, 719 p. 221 illus., 108 illus. in color. :
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term texto
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computador
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term recurso en línea
Carrier type code cr
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Springer Texts in Statistics,
International Standard Serial Number 1431-875X
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Incluye referencias bibliográficas e índice.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Introduction -- Returns -- Fixed income securities -- Exploratory data analysis -- Modeling univariate distributions -- Resampling -- Multivariate statistical models -- Copulas -- Time series models: basics -- Time series models: further topics -- Portfolio theory -- Regression: basics -- Regression: troubleshooting -- Regression: advanced topics -- Cointegration -- The capital asset pricing model -- Factor models and principal components -- GARCH models -- Risk management -- Bayesian data analysis and MCMC -- Nonparametric regression and splines.
520 ## - SUMMARY, ETC.
Summary, etc. Al hacerlo, ilustra conceptos utilizando mercados financieros y datos económicos, R Labs con ejercicios de datos reales y métodos gráficos y analíticos para modelar y diagnosticar errores de modelado. Estos métodos son críticos porque los ingenieros financieros ahora tienen acceso a enormes cantidades de datos. Para hacer uso de estos datos, son esenciales los poderosos métodos de este libro para trabajar con información cuantitativa, particularmente sobre volatilidad y riesgos. Las fortalezas de esta edición completamente revisada incluyen importantes adiciones al código R y los temas avanzados cubiertos. Los capítulos individuales cubren, entre otros temas, distribuciones multivariadas, cúpulas, cálculos bayesianos, gestión de riesgos y cointegración. Los requisitos previos sugeridos son conocimientos básicos de estadística y probabilidad, matrices y álgebra lineal y cálculo. Hay un apéndice sobre probabilidad, estadística y álgebra lineal. Los ingenieros financieros en ejercicio también encontrarán este libro de interés.
533 ## - REPRODUCTION NOTE
Type of reproduction Electronic resource.
Place of reproduction Dordrecht :
Agency responsible for reproduction Springer Netherlands,
Date of reproduction 2015.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Estadística.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Finanzas.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Estadística matemática.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Economics
General subdivision Statistics.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Matteson, David S.,
Relator term autor.
856 7# - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://unicurn.sharepoint.com/:b:/s/biblioteca/EQjZJGbpWNxFonDVd4oWJdUBQwvDtAbAdVptYoWpbEJYog?e=2DXsZy">https://unicurn.sharepoint.com/:b:/s/biblioteca/EQjZJGbpWNxFonDVd4oWJdUBQwvDtAbAdVptYoWpbEJYog?e=2DXsZy</a>
Public note <img src="/screens/gifs/go4.gif" alt="Go button" border="0" width="21" height="21" hspace="7" align=middle"> Vea este libro electrónico
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Libros electrónicos
Classification part 330.015195
Item part R946
Source of classification or shelving scheme Dewey Decimal Classification
Existencias
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Shelving location Date acquired Total checkouts Full call number Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Libros electrónicos Miguel Henríquez Castañeda Miguel Henríquez Castañeda   03/29/2025   330.015195 R946 03/29/2025 03/29/2025 Libros electrónicos