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Title: Statistical Analysis of Financial Data in S-PLUS by Rene A. Carmona, R. Carmona ISBN: 0-387-20286-2 Publisher: Springer-Verlag Pub. Date: 05 March, 2004 Format: Hardcover Volumes: 1 List Price(USD): $79.95 |
Average Customer Rating: 2 (4 reviews)
Rating: 4
Summary: Dataset available now Prof Carmona's site
Comment: while I agree that Prof Carmona should have made the dataset available upon launching the book (...), I think you guys should have taken the time to email him and just ask for it, which I did.
Besides this book is just what the doctor ordered for those us fluent in S-Plus and that have adopted it as tool of choice to perform empirical finance work.
I rate this book 4 stars.
Rating: 1
Summary: What a rip-off
Comment: After spending big money for this book, I was shocked I had to shell out even more money to get the data and S-plus scripts. Her book is like an old style teaser. Don't get suckered in.
Rating: 2
Summary: No data and software online
Comment: The links to datasets and software don't work. If you read the preface online at Springer you will be misleaded thinking that the author will maintain a site with the data and software used in the book. In fact if you will need to buy finmetrics(Splus module) to reproduce the examples.
I don't recommend.
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Title: Monte Carlo Methods in Financial Engineering (Applications of Mathematics, 53) by Paul Glasserman ISBN: 0387004513 Publisher: Springer-Verlag Pub. Date: 01 October, 2003 List Price(USD): $69.95 |
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Title: Modeling Financial Time Series with S-PLUS by Eric Zivot, Jiahui Wang ISBN: 0387955496 Publisher: Springer-Verlag Pub. Date: 18 September, 2002 List Price(USD): $62.95 |
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Title: Mathematical Techniques in Finance : Tools for Incomplete Markets by Ales Cerny ISBN: 0691088071 Publisher: Princeton University Press Pub. Date: 03 November, 2003 List Price(USD): $39.95 |
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Title: The Basics of S-PLUS by Andreas Krause, Melvin Olson ISBN: 0387954562 Publisher: Springer Verlag Pub. Date: 10 July, 2002 List Price(USD): $56.95 |
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Title: Non-Linear Time Series Models in Empirical Finance by Philip Hans Franses, Dick van Dijk ISBN: 0521779650 Publisher: Cambridge University Press Pub. Date: 27 July, 2000 List Price(USD): $33.00 |
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