[R-SIG-Finance] books?

[Dirk Eddelbuettel]

Hi Eric,

Thanks for your continued contribution to the list which are really
appreciated.

On 20 January 2008 at 15:23, Eric Zivot wrote:
| For multivariate time series analysis i recommend the following
| 3. Modeling financial time series with Splus, 2nd edition by Eric Zivot and Jiahui wang (springer)

I own the first edition, and quite like it as an applied finance book. The
main shortcoming for me as a non-SPlus user is its focus on SPlus as an
implementation language, and the requirement of SPlus and the add-on
packages. 

Does the 2nd edition offer anything more that is useful to the R user?

Regards, Dirk

-- 
Three out of two people have difficulties with fractions.