R for Individual Stock Trading Analysis
Just to let you know, the second edition of Statistics and Finance: An Introductdion is under works and I will be joining David Ruppert as a co-author. All of the examples in the book will now be done in R. ez **************************************************************** * Eric Zivot * * Professor and Gary Waterman Distinguished Scholar * * Department of Economics * * Box 353330 email: ezivot at u.washington.edu * * University of Washington phone: 206-543-6715 * * Seattle, WA 98195-3330 * * * www: http://faculty.washington.edu/ezivot * ****************************************************************
On Thu, 28 Aug 2008, Rory Winston wrote:
<snip> If you're looking for a good book on quantitative finance that covers a lot of the theoretical underpinnings without getting lost in the math of the advanced techniques, I recommend picking up a copy of Statistics and Finance: An Introduction by David Ruppert http://www.amazon.com/Statistics-Finance-Introduction-David-Ruppert/dp/0387202706 R code for all of his examples is available online. </snip>
Great to hear someone else likes this book! It's one of my favourites - very clear and with a nice statistician slant. Rory [[alternative HTML version deleted]]
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