computing using R and splus for financial engineering，学金融工程怎能不读？

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Computing with R and S-Plus For Financial Engineers.pdf (2.1 MB, 需要: 2 个论坛币)

2012-5-2 11:02:40 上传

运用R和Splus实现金融工程中的计算
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在其他网站上找到的，费了一点小力和时间，收点小费。
Chapter 1 - Markets, Basic Statistics, Date and Time
1.1 Economic and Financial Markets
1.2 Distribution Functions in Finance
1.3 Searching for Structures and Dependencies
1.4 Probability Theory and Hypothesis Testing
1.5 Calculating and Managing Calendar Dates
Chapter 2 - The Dynamical Process Behind Financial Markets
2.1 ARIMA Modelling: Basic Concepts of Linear Processes
2.2 GARCH Modelling: Mastering Heteroskedastic Processes
2.3 Regression Modelling from the Time Series Point of View
Chapter 3 - Beyond the Sample: Dealing With Extreme Values
3.1 Exploratory Data Analysis of Extremes
3.2 Fluctuations of Maxima: GEV Distribution
3.3 Extremes of Point Processes
3.4 The Extremal Index
Chapter 4 - The Valuation of Options
4.1 The Basics of Option Pricing
4.2 Pricing Formulas for Exotic Options
4.3 Heston Nandi Option Pricing
4.4 MC Simulation of Path Dependent Options

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关键词：Engineering engineerin financial computing Engineer 金融工程 computing

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谢谢分享，好资料

不好意思，上面发错了，求删除

只有第四章
楼主 不厚道！！！

我喜欢啊

incomplete, could i give you bad credit?

这是论文合集，其他的与金融工程无关，注意标题

只有第四章