Statistics

Statistics for Business, Finance & Economics

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C++ for Financial Mathematics

John Armstrong
December 21, 2016

If you know a little bit about financial mathematics but don’t yet know a lot about programming, then C++ for Financial Mathematics is for you. C++ is an essential skill for many jobs in quantitative finance, but learning it can be a daunting prospect. This book gathers together everything you need...

Applied Time Series Analysis with R, Second Edition

Wayne A. Woodward, Henry L. Gray, Alan C. Elliott
December 20, 2016

Virtually any random process developing chronologically can be viewed as a time series. In economics closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series...

Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong
December 15, 2016

The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies,...

A Concise Introduction to Statistical Inference

Jacco Thijssen
December 15, 2016

This short book introduces the main ideas of statistical inference in a way that is both user friendly and mathematically sound. Particular emphasis is placed on the common foundation of many models used in practice. In addition, the book focuses on the formulation of appropriate statistical models...

A Factor Model Approach to Derivative Pricing

James A. Primbs
December 08, 2016

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of...

Quantitative Techniques in Business, Management and Finance: A Case-Study Approach

Umeshkumar Dubey, D P Kothari, G K Awari
November 22, 2016

This book is especially relevant to undergraduates, postgraduates and researchers studying quantitative techniques as part of business, management and finance. It is an interdisciplinary book that covers all major topics involved at the interface between business and management on the one hand and...

Financial Econometrics Using Stata

Simona Boffelli, Giovanni Urga
November 01, 2016

Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate...

A User's Guide to Business Analytics

Ayanendranath Basu, Srabashi Basu
October 20, 2016

A User's Guide to Business Analytics provides a comprehensive discussion of statistical methods useful to the business analyst. Methods are developed from a fairly basic level to accommodate readers who have limited training in the theory of statistics. A substantial number of case studies and...

Applied Biclustering Methods for Big and High-Dimensional Data Using R

Adetayo Kasim, Ziv Shkedy, Sebastian Kaiser, Sepp Hochreiter, Willem Talloen
October 04, 2016

Proven Methods for Big Data Analysis As big data has become standard in many application areas, challenges have arisen related to methodology and software development, including how to discover meaningful patterns in the vast amounts of data. Addressing these problems, Applied Biclustering...

Pragmatics of Uncertainty

Joseph B. Kadane
September 27, 2016

A fair question to ask of an advocate of subjective Bayesianism (which the author is) is "how would you model uncertainty?" In this book, the author writes about how he has done it using real problems from the past, and offers additional comments about the context in which he was working....

An Introduction to Survival Analysis Using Stata, Revised Third Edition

Mario Cleves, William Gould, Yulia Marchenko
May 10, 2016

An Introduction to Survival Analysis Using Stata, Revised Third Edition is the ideal tutorial for professional data analysts who want to learn survival analysis for the first time or who are well versed in survival analysis but are not as dexterous in using Stata to analyze survival data. This text...

Ordered Regression Models: Parallel, Partial, and Non-Parallel Alternatives

Andrew S. Fullerton, Jun Xu
April 05, 2016

Estimate and Interpret Results from Ordered Regression Models Ordered Regression Models: Parallel, Partial, and Non-Parallel Alternatives presents regression models for ordinal outcomes, which are variables that have ordered categories but unknown spacing between the categories. The book provides...

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