Statistical analysis of financial data in S-PLUS /

Carmona, R.

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 (alk. paper)

2003066218


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

332.0151955 / C2879