Detalles MARC
000 -LEADER |
fixed length control field |
03083nam a2200385 a 4500 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
co-ctgiumayor |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20240705111744.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
fixed length control field |
m d |
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 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
CO-CtgIUMC |
Language of cataloging |
spa |
Transcribing agency |
coctgiumc |
Modifying agency |
rda |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
330.015195 |
Item number |
R866 |
Edition number |
23 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Ruppert, David, |
Dates associated with a name |
1948- |
Relator term |
autor. |
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. |
264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
New York, NY : : |
Name of producer, publisher, distributor, manufacturer |
Springer New York : : |
-- |
Imprint: Springer,, |
Date of production, publication, distribution, manufacture, or copyright notice |
2015 |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Date of production, publication, distribution, manufacture, or copyright notice |
2015 |
300 ## - PHYSICAL DESCRIPTION |
Extent |
XXVI, 719 páginas. 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 ## - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
<a href="https://drive.google.com/file/d/1eUWd_ModEtWM_U9mzRM9FYTn4hTVzWlX/view?usp=sharing">https://drive.google.com/file/d/1eUWd_ModEtWM_U9mzRM9FYTn4hTVzWlX/view?usp=sharing</a> |
Public note |
Dar click aqui para ver texto completo |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Koha item type |
Libros electrónicos |
Source of classification or shelving scheme |
Dewey Decimal Classification |