René Carmona; Ivar Ekeland; Erhan Çınlar; Jean-Michel Lasry; Elyès Jouini; Pierre-Louis Lions; Jose A. Scheinkman; Pham Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2007) Pehmeäkantinen kirja
Peter Bank; René Carmona; Fabrice Baudoin; Erhan Çınlar; Hans Föllmer; Ivar Ekeland; L. C. G. Rogers; Elyès Jouini; Sone Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2003) Pehmeäkantinen kirja
Tomasz R. Bielecki; René Carmona; Tomas Björk; Erhan Çınlar; Monique Jeanblanc; Ivar Ekeland; Marek Rutkowski; El Jouini Springer-Verlag Berlin and Heidelberg GmbH & Co. KG (2004) Pehmeäkantinen kirja
Springer Sivumäärä: 455 sivua Asu: Kovakantinen kirja Painos: 2004 Julkaisuvuosi: 2004, 06.04.2004 (lisätietoa) Kieli: Englanti
This is the first book at the graduate textbook level to discuss analyzing financial data with S-PLUS. Its originality lies in the introduction of tools for the estimation and simulation of heavy tail distributions and copulas, the computation of measures of risk, and the principal component analysis of yield curves. The book is aimed at undergraduate students in financial engineering; master students in finance and MBA's, and to practitioners with financial data analysis concerns.