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Statistical analysis of financial data in S-PLUS

By: Carmona, Rene A.
Material type: materialTypeLabelBookSeries: Springer texts in statistics. Publisher: New York : Springer, c2004Description: xvi, 451 p. : ill. ; 24 cm.ISBN: 0387202862 ; 9788184894745.Subject(s): S-Plus | Finance -- Mathematical models | Finance -- Econometric modelsOnline resources: Table of contents | Publisher description
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Mathematics 519.5 CAR-S (Browse shelf) Available 003135
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Based on the author's lecture notes for a course at Princeton University.

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

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