[R-SIG-Finance] R for Individual Stock Trading Analysis

Eric Zivot ezivot at u.washington.edu
Sat Aug 30 03:04:41 CEST 2008


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                  *
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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
>
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>
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