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Carmona, Rene A.

Statistical analysis of financial data in S-PLUS Rene A. Carmona. - New York : Springer, c2004. - xvi, 451 p. : ill. ; 24 cm. - Springer texts in statistics .

Based on the author's lecture notes for a course at Princeton University.

Includes bibliographical references (p. 429-432) and indexes.

0387202862 9788184894745

2003066218


S-Plus.


Finance--Mathematical models.
Finance--Econometric models.

HG106 / .C37 2004

519.5 / CAR-S

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