[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
>
> [[alternative HTML version deleted]]
>
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