Introduction to Computational Finance and Financial Econometrics
Table of Contents
Recommended Texts
Highly recommended:
- Introduction to Computational Finance and Financial Econometrics, Eric Zivot and R. Douglas Martin. Manuscript under preparation
- Statistics and Data Analysis for Financial Engineering by David Ruppert, Springer-Verlag.
- Beginner's Guide to R by Alain Zuur, Elena Ieno and Erik Meesters, Springer-Verlag.
- R Cookbook by Paul Teetor, O'Reilly.
Other books for further reference:
- Introductory Statistics with R, Second Edition (Statistics and Computing, Paperback), by Peter Dalgaard, Springer-Verlag, New York.
- Modern Portfolio Theory and Investment Analysis, by E.J. Elton et al., Wiley, New York.
- Financial Modeling, by Simon Benninga. MIT Press.
- Statistical Analysis of Financial data in S-PLUS, by Rene Carmona, Springer-Verlag, 2004.