作者:卡莫纳(Rene？A.Carmona) 著作定价:79 出版社:世界图书出版公司出版日期:2010年12月01日装帧:平装 ISBN:9787510027451 《用S-Plus做金融数据统计分析》是由世界图书出版公司出版的。 ●Part Ⅰ DATA EXPLORATION, ESTIMATION AND SIMULATION
●UNIVARIATE EXPLORATORY DATA ANALYSIS
●1.1 Data, Random Variables and Their Distributions
●1.1.1 The PCS Data
●1.1.2 The S&P; 500 Index and Finan Returns
●1.1.3 Random Variables and Their Distributions
●1.1.4 Examples of Probability Distribution Families.,
●1.2 First Exploratory Data Analysis Tools
●1.2.1 Random Samples
●1.2.2 Histograms
●1.3 More Nonparametric Density Estimation
●1.3.1 Kernel Density Estimation
●1.3.2 Comparison with the Histogram
●1.3.3 S&P; Daily Returns
●1.3.4 Importance of the Choice of the Bandwidth
●1.4 Quantiles and Q-Q Plots
●1.4.1 Understanding the Meaning of Q-Q Plots
●1.4.2 Value at Risk and Expected Shortfall
●1.5 Estimation from Empirical Data
●1.5.1 The Empirical Distribution Function
●部分目录

内容简介

《用S-Plus做金融数据统计分析》内容简介：This book grew out of lectures notes written for a one-semester junior statisticscourse offered to the undergraduate students majoring in the Department of Oper-ations Research and Finan Engineering at Princeton University.&nbs;等卡莫纳(Rene？A.Carmona) 著作作者：（美国）卡莫纳（Rene A.Carmona） he look of a histogram can change significantly when the number of bins andthe origin of the bins are changed. The reader is encouraged to produce differenthistograms for the same data sample by setting the value of the parameter nclassto different integers.Remark. The commands given above （as well as most of the commands in thisbook） can be used both on a Unix/Linux platform and under Windows等
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