Statistical Analysis of Financial Data in S-PLUS

Book Description

This book develops the use of statistical data analysis in finance, and it uses the statistical software environment of S-PLUS as a vehicle for presenting practical implementations from financial engineering. It is divided into three parts. Part I, Exploratory Data Analysis, reviews the most commonly used methods of statistical data exploration. Its originality lies in the introduction of tools for the estimation and simulation of heavy tail distributions and copulas, the computation of measures of risk, and the principal component analysis of yield curves. Part II, Regression, introduces modern regression concepts with an emphasis on robustness and non-parametric techniques. The applications include the term structure of interest rates, the construction of commodity forward curves, and nonparametric alternatives to the Black Scholes option pricing paradigm. Part III, Time Series and State Space Models, is concerned with theories of time series and of state space models. Linear ARIMA models are applied to the analysis of weather derivatives, Kalman filtering is applied to public company earnings prediction, and nonlinear GARCH models and nonlinear filtering are applied to stochastic volatility models. The book is aimed at undergraduate students in financial engineering, master students in finance and MBA's, and to practitioners with financial data analysis concerns.

Customer Reviews:

as described.......2007-10-06

The book was completely brand new. The shipping decent, so overall a pretty great purchase.

this is a great book for who are not familiar with S plus.......2005-10-13

It is very useful. If you do not have much experience in S plus programming. It combines Statistics and Finance perfectly. Definitely helps a lot!!

A Great Tool to get an Intuitive Feel for Statistics.......2005-02-03

I took Prof. Carmona's class at Princeton using lecture notes from which the book is directly derived. I can say that I had no better experience than this class, and it truly gave the layman (that would be me) a great feel for basic and intermediate statistical techniques and analysis. Prof. Carmona's intention, as he stated at the beginning of the course was to give us a "license to practice statistics" and I think successful study of this book will give you just that.

Dataset available now Prof Carmona's site.......2004-04-20

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.

What a rip-off.......2004-04-18

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.

Book Description

This unique volume promotes constructive dialogue among the basic methodological positions in organizational communication today. The goal is to identify theoretical moves and scholarly practices that can help people with divergent views compare or integrate their ideas instead of waging war. Essays from three distinguished scholars first discuss the concept of common ground from interpretive, post-positivist, and critical vantage points. Brief commentaries from a diverse array of colleagues then expand on key issues raised in the essays, explore creative tensions among the different perspectives, and reexamine the role of paradigms in organizational communication scholarship and scholarly discourse.

Perspectives on Organizational Communication: Finding Common Ground.(Review) : An article from: Business Communication Quarterly

Average customer rating:

Perspectives on Organizational Communication: Finding Common Ground.(Review) : An article from: Business Communication Quarterly
Laura Reave
Manufacturer: Association for Business Communication
ProductGroup: Book
Binding: Digital

Book Description

This digital document is an article from Business Communication Quarterly, published by Association for Business Communication on September 1, 2001. The length of the article is 2111 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Perspectives on Organizational Communication: Finding Common Ground.(Review)
Author: Laura Reave
Publication: Business Communication Quarterly (Refereed)
Date: September 1, 2001
Publisher: Association for Business Communication
Volume: 64 Issue: 3 Page: 114

Article Type: Book Review

Distributed by Thomson Gale

Stewardship: Choosing Service Over Self Interest
Average customer rating:

Unconventional ideas that not everyone will find useful, but great book . . .

Choose service over self interest

Yes!

Deming All Over Again - We Never Learn

weLEAD Book Review by the Editor of leadingtoday.org

Stewardship: Choosing Service Over Self Interest
Peter Block
Manufacturer: Berrett-Koehler Publishers
ProductGroup: Book
Binding: Paperback

General | Organizational Behavior | Business & Investing | Subjects | Books
General | Business & Investing | Subjects | Books
Human Resources & Personnel Management | Industries & Professions | Business & Investing | Subjects | Books
Leadership | Management & Leadership | Business & Investing | Subjects | Books
Management | Management & Leadership | Business & Investing | Subjects | Books
Entrepreneurship | Small Business & Entrepreneurship | Business & Investing | Subjects | Books
New Business Enterprises | Small Business & Entrepreneurship | Business & Investing | Subjects | Books
Similar Items:

The Answer to How Is Yes: Acting on What Matters

The Empowered Manager: Positive Political Skills at Work

Servant Leadership: A Journey into the Nature of Legitimate Power and Greatness 25th Anniversary Edition

Leadership Is an Art

Flawless Consulting: A Guide to Getting Your Expertise Used

ASIN: 1881052869

Book Description

As a successful managing strategy for corporate. governmental, and nonprofit organizations, "stewardship" is, fundamentally, the spirit of partnership and service. Stewardship explains how to integrate the management of work and the doing of work to redistribute purpose and power within an organization.

Customer Reviews:

Unconventional ideas that not everyone will find useful, but great book . . . .......2006-12-05

I read this for an MBA class. Most of my classmates did not like this book and did not like the whole concept of servant leadership at all. Block's ideas and the changes he advocates are unconventional, however the book is written very well. I found the book easy to understand, easy to relate to and quite compelling as a result of Block's good use of concrete examples and mini "case studies" within the chapters. He does an effective and commendable job of demonstrating how to implement his ideas into an organization, a piece that is often lacking in books like this. The beginning is a little slow -- it was very theoretical and rather preachy for me.

However, it is a must read for anyone interested in leadership or management. Block's ideas present specific challenges to the old "command and control" corporate mentality that any maverick will find interesting to say the least. In the information age where knowledge workers are becoming an increasingly interesting challenge for leaders/managers, this is a great book in helping someone navigate the changing times.

Overall, the book is quite good -- I'm looking forward to reading more of Block's work as a result!

Choose service over self interest.......2006-08-10

This is from my blog which is why it reads this way.

I also read "Stewardship" by Peter Block. This is an excellent business book. The thesis of the book is empower people to make decisions. It also speaks about serving as a method of leadership. It talks about team interests as opposed to self interest (the belief being that a strong team is the best for self interest)

Interesting thesis. Choose serving over self interest because this is in your best self interest.

I agree with much of the thesis of the book although it is somewhat counter culture to our current culture at SYNNEX (and perhaps more close to the EMJ culture, the company I started in 1979 and sold to SYNNEX). A large part of my role at SYNNEX is to help mould culture.

Good culture can make a company succeed or fail. We are not quite where we want to be yet but are moving in the right direction. I know there are frustrations with where we are but I think if people really look at where we are relative to where we came from, they will appreciate that we are moving to where we need to go.

Yes!.......2004-04-23

I sat at the bookstore reading this book and nodding, saying "Yes, this author knows! He gets it, he gets it!"

Peter Block asks the important questions, gives pearls of wisdom highlighted among the content. He clearly understands what he is facing and moves the reader easily into seeing solutions which work and those which are simply adding more of the "old ways" of coercion, patriarchy and adding more "disease" to the organization instead of the RECREATION which will move the organization to its highest level possible.

This quote from Chapter 15 Sums up Block's attitude and approach... and had me want to stand on the table and applaud.

"If we took responsibility for our freedom, committed ourselves to service and had faith that our security lay within ourselves, we could stop asking the question, "HOW?" we would see that we have the answer. In every case the answer to the question, "How" is YES. It plays the location and the solution in the right place - with the question.

When will I finally choose adventure and accept the fact that there is no safe path?

I even smiled at Block's titling of the Bibliography as "Lost and Found."

Chapter 13: Recreating Our Organization Through Leadership is exceptionally strong as is Block's approach to the Cynics which inhabit (and have the ability to very simply destroy and dismantle ) positive growth.

Deming All Over Again - We Never Learn.......2002-10-20

Although he captured me with his initial quote from Shakespeare's Richard III as rationale for a practical means to insure corporate survival, I found Peter Block to be the most refreshing thinker I've yet had the privilege to study. I used this book in a Doc course where we included a fairly lengthy conference call with Block, thus giving our rather small cohort (12 of us) a good opportunity to quiz him on some of the gritty application details. I must admit that I finished the course with a distinct impression that Block may well be the next Deming. Unfortunately, the mistakes of the past seem to be repeating in that although a new generation of managers understands his philosophy and may be buying into it at a fairly respectable pace, the bulk of corporate thinkers are just not willing to jeopardize the thinking that got them into place. The problem is typical....one of my earliest lessons in administrative thinking was a CEO who told us to use that new CQI process because he was going to foster change in our org.....right up to where he told us to find a way to make sure the results of the process met his goals for the org.

There is no doubt that Block is challenging the big thinkers to have the guts to give up the power while still holding the responsibility. Like Deming before him, he's a prophet with a message everybody believes in but few are willing to sacrifice adequately to reap the enlightenment. I'm not a CEO, but I've used his principles fairly successfully the past 4 years, occasionally I can't make it work, but when it does, the results have been spectacular. What's important for me is that I think of myself as a steward entrusted with a valuable resource. There are some great lessons on how to do this in any serious biography of Henry II of England's administrative structure - which established the concept of English Common Law, among other achievements. (By no stretch of imagination could Henry II be considered a modern manager, but his concept of stewardship certainly was as radical in his day as Block and Deming in ours - the lessons of history are worthwhile.)

It's the subtitle of the book that provides the clue to the difficulty of the concept.....Choosing Service over Self-Interest....it's extremely hard to carry this out. Block himself tends to simply inform those who challenge him that he cannot provide assurances of security, that if the outcome were a sure thing there would be no need for commitment, and then he sometimes talks about installing living democracy in organizations in place of autocracy. This is radical.....so radical that the cost of believing is more than most of today's administrators can afford to risk, so perhaps the philosophy will take root in those who are listening now in anticipation of their time. When it finally happens, the world will once again become a better place.

weLEAD Book Review by the Editor of leadingtoday.org.......2002-02-13

Business consultant Peter Block is no stranger to controversy. A number of his previous works explored the reaches of transformational management, including his bestselling book The Empowered Manager. In an even bolder way, Stewardship - Choosing Service over Self-Interest offers a dynamic new organizational structure for our young century. Block defines stewardship as "the means of achieving fundamental change in the way we govern our institutions." He believes that stewardship is a choice "to preside over the orderly distribution of power." This means giving individuals at the bottom of the organizational structure the choice on how to best serve their customers, citizens and community". It also means accepting accountability at all levels. Block continues to define stewardship as being accountable to the larger organization by "operating in service, rather than in control, of those around us." His philosophy is centered on a need and commitment to service rather than self-interest.

Peter Block challenges the modern notion of strong leadership and suggests replacing the term with stewardship. His problem with leadership is that he does not believe it has the capability to create fundamental changes in our organizations. He also believes that leadership "inevitably becomes self-congratulatory and over-controlling. We expect leaders to choose service over self-interest, but it seems the choice is rarely made." Perhaps Block would have better made his point by discussing the various philosophies that pass as leadership rather than neatly collecting them all in one term. Indeed, leadership is often a vague and misunderstood term.

Stewardship - Choosing Service over Self-Interest is a book with three parts. The first part discusses the basic concept of stewardship. It highlights the promises offered by developing a passion toward stewardship in contrast to what we experience in traditionally managed organizations. The second part of the book discusses the redistribution of power in a practical way. This controversial section of the book butchers many managerial "sacred cows" and offers a vision of what stewardship can be like in action! Part three examines the reform process and explores how you and your organization can get from where it is today to an environment of stewardship.

If you are one who is not satisfied with the status quo, you will find this book exciting and refreshing. Sometimes written in almost theological terms, Block inspires the reader to expect more from our institutions and ourselves. This book should find itself on the bookshelf of every person interested in the study of leadership.

Stewardship - Choosing Service Over Self-Interest
Average customer rating:
Stewardship - Choosing Service Over Self-Interest
Peter Block
Manufacturer: Berrett-Koehler Publishers, San Francisco
ProductGroup: Book
Binding: Hardcover
ASIN: B000VZEP14

Average customer rating:
Stewardship - Choosing Service Over Self-interest
Peter Block
Manufacturer: Berrett-koehler Publishers
ProductGroup: Book
Binding: Paperback
ASIN: B000RJ2QBU

Customer Reviews:

E-Business in a Week.......2006-01-24

Dave Howell wrote this small book outlining the essential elements of e-business. In the current age of breathtaking advances in information communication technology, this book is important reading for those wishing to acquire some basic understanding of what e-business entails and how one can embrace it for their benefit.

The book covers the following topics:

* What e-business is
* Case studies in e-business
* Payment systems
* Electronic shop fronts
* Security
* Logistics
* Essential information and action plan.

These topics cover the essential areas that a beginner on the subject would need. Indeed one can read the book in a week, with each topic being covered in a day. However, a fast reader can complete the book in a day, but the beginner is advised to take his/her time, and limit the reading to a single chapter a day, to ensure that sufficient time is given to understand each of the subject areas.

The veteran in e-business may find the material covered to be too basic. However, the beginner would find it easy to understand the discussion which is presented simple, easy to follow steps.

Successful Networking in a Week (Successful Business in a Week)

Average customer rating:

Successful Networking in a Week (Successful Business in a Week)
Alison Straw , and Dena Michelli
Manufacturer: Hodder Arnold H&S
ProductGroup: Book
Binding: Paperback

General | Business & Investing | Subjects | Books

Management | Management & Leadership | Business & Investing | Subjects | Books

Running Meetings & Presentations | Skills | Business & Investing | Subjects | Books
ASIN: 0340643412

Guerilla Tactics for Job Seekers: How to Get That Job You Want By Overcoming Objections
Average customer rating:

They should call this review section guerrilla tactics...

A must see for all the job seekers

A must for college graduates

Great gift for college graduate !

Great gift for college graduate

Guerilla Tactics for Job Seekers: How to Get That Job You Want By Overcoming Objections
R. E. Payne
Manufacturer: 1st Books Library
ProductGroup: Book
Binding: Paperback

General | Job Hunting & Careers | Business & Investing | Subjects | Books
Job Hunting | Job Hunting & Careers | Business & Investing | Subjects | Books
General | Computers & Internet | Subjects | Books
ASIN: 1410725286

Customer Reviews:

They should call this review section guerrilla tactics..........2003-08-15

They should call this review section guerrilla tactics for selling a book. Take a look at all the identical reviews with 5 stars.

A must see for all the job seekers.......2003-06-04

Before reading this book, I had read many books relating to job interview preparation but was unable to prepare myself for a succesfull interview. After reading this book, Guerilla Tactics for Job Seekers, the book is a must read for all the people who are looking for a a better and succesful job.

A must for college graduates.......2003-06-03

I was very fortunate to have read this book "Guerilla Tactics for Job Seekers", it really reveals the secrets and facts of life to face this world to how to Get the Job I wanted by overcoming objections and confidence by reading this wonderful book. Now I got a good job and my family is also happy thanks to this book by Mr. R. E. Payne MBA PH. D. I would suggest to the fresh graduates to read this book and gain the confidence to come up in this competitive world.

Great gift for college graduate !.......2003-05-04

Young people who need help finding a job need this book. It does more than show how to write and distribute resumes, it tells you how to use the Internet and how to organize networking activities. What I liked most was the explanation on how to prepare for an interview!

Great gift for college graduate.......2003-05-04

Average customer rating:

Another Great Book

Rich Dad's Guide to Becoming Rich...Without Cutting Up Your Credit Cards

Teaching to be financially smart.

Don't waste your time or money on this...

Great read. Very helpful.

Rich Dad's Guide to Becoming Rich...Without Cutting Up Your Credit Cards
Robert T. Kiyosaki , and Sharon L. Lechter
Manufacturer: Business Plus
ProductGroup: Book
Binding: Paperback

General | Popular Economics | Business & Investing | Subjects | Books
General | Business & Investing | Subjects | Books
Budgeting & Money Management | Personal Finance | Business & Investing | Subjects | Books
Credit Ratings & Repair | Personal Finance | Business & Investing | Subjects | Books
Financial Planning | Personal Finance | Business & Investing | Subjects | Books
Ethics | Business Life | Business & Investing | Subjects | Books
Similar Items:

Cashflow Quadrant: Rich Dad's Guide to Financial Freedom

Rich Dad's Guide to Investing: What the Rich Invest in, That the Poor and the Middle Class Do Not!

Rich Dad's Advisors®: The ABC's of Real Estate Investing: The Secrets of Finding Hidden Profits Most Investors Miss (Rich Dad's Advisors)

Rich Dad, Poor Dad: What the Rich Teach Their Kids About Money--That the Poor and Middle Class Do Not!

Rich Dad's Retire Young, Retire Rich

ASIN: 0446697524

Book Description

The real trick to building personal wealth is learning how to transform 'bad debt' into 'good debt.' This quick-hitting book explains how-without having to cut up credit cards. This is the eighth book in the phenomenally successful Rich Dad series. This book was originally published as an e-book and now joins the Rich Dad series in trade paperback format.

Download Description

Who wants to be a millionaire? #1 bestselling authors Robert Kiyosaki and Sharon Lechter know that the answer is: everyone. In their bestselling books Rich Dad, Poor Dad, Cashflow Quadrant, and Rich Dad's Guide to Investing, they outlined what anyone can do to become rich. Now, in their first eBook, Kiyosaki and Lechter distill the wisdom of their Rich Dad books into a motivational guide to making money.As a young man, Kiyosaki had two mentors: his father, a highly educated professional who could not manage his money, and his friend's father, a man with less formal education but serious business acumen. Kiyosaki shows how the lessons he learned from his "rich dad"--some unconventional and unexpected--are the foundations of success. With Rich Dad's Guide to Becoming Rich . . . Without Cutting up Your Credit Cards, Kiyosaki and Lechter explain why simply being cheap is not the answer to financial problems--it only makes you a cheap person. Instead, they show how building assets is the key to a prosperous future.

Customer Reviews:

Another Great Book.......2007-05-27

Another Great book to add to all of his others. I find it a great insperation to those of use on the hard road and looking to turn their lives around. Great lessons on what your bankers see as assests and liabilites. A great idea that comes to mind from his book is when he tells us "to get richer buy a car". Use the things in life that we want to drive us to the goals we need to achieve those things.

Rich Dad's Guide to Becoming Rich...Without Cutting Up Your Credit Cards.......2007-05-14

The book is written very well. It is hard to believe that Robert Kiyosaki almost failed his English class. It is more of an Inspiration rather than a "Guide", however most of the advice is applicable in the real life and I would recommend everyone, who needs a little "push" in life to read it too.

Teaching to be financially smart........2007-01-09

This book teaches you to be financially smart with the use of credit cards and that you don't have to cut up your credit cards, but to be financially smart when using them wisely. Credit card companies are just waiting for you to make a mistake and in the world of investing and your portfolio is your report card. Just like in school you've got to maintain that B average and shoot for that A+ card and keep fixing all the little mistakes until you do achieve it.

Don't waste your time or money on this..........2006-07-06

...unless you've never read any of his other books. Don't get me wrong, I can't say enough good things about Robert Kiyosaki's books. If you haven't read them (Rich Dad Poor Dad, Cashflow Quadrant, etc.), I highly recomemd that you do. But there's nothing new in this book. It just a retread of ideas already presented in his other books, and not as well. If fact, reading it felt like a advertisment for his other books and products.

Great read. Very helpful........2006-06-27

The way the author explains money makes cents! Really. It's simple, and most people should be able to follow his instructions and get out of debt. It will require sacrifice and diligence, but without these you won't get anywhere anyways!

3 Rich Dad, Poor Dad Series Book Set; Rich Dad, Poor Dad; Rich Dad's Guide to Becoming Rich; the Business School.

Average customer rating:

3 Rich Dad, Poor Dad Series Book Set; Rich Dad, Poor Dad; Rich Dad's Guide to Becoming Rich; the Business School.
Sharon L. Lechter, C.P.A. Robert T. Kiyosaki
ProductGroup: Book
Binding: Paperback
ASIN: B000XK3NKQ

Product Description

3 Rich Dad, Poor Dad Series Book Set; Rich Dad, Poor Dad; Rich Dad's Guide to Becoming Rich; the Business School.

Rich Dad's Guide To Becoming Rich Without Cutting Up Your Credit Cards

Average customer rating:

Rich Dad's Guide To Becoming Rich Without Cutting Up Your Credit Cards
Robert T. with Lechter, Sharon, Cpa. Kiyosaki
Manufacturer: Warner Business
ProductGroup: Book
Binding: Paperback

General | Popular Economics | Business & Investing | Subjects | Books

Average customer rating:

Rich Dad's Guide to Becoming Rich Without Cutting Up Your Credit Cards
Lechter, Robert, Sharon Kiyosaki
Manufacturer: audible.com
ProductGroup: Book
Binding: Audio Download

Credit Ratings & Repair | Personal Finance | Business & Investing | Subjects | Books
ASIN: B00014WS6E

3-book Set; Rich Dad, Poor Dad; Real Estate Riches; Guide to Becoming Rich By Robert Kiyosaki & Dolf De Roos (Rich Dad, Poor Dad Series)

Average customer rating:

3-book Set; Rich Dad, Poor Dad; Real Estate Riches; Guide to Becoming Rich By Robert Kiyosaki & Dolf De Roos (Rich Dad, Poor Dad Series)
robert T. Kiyosaki , Dolf De Roos , and Sharon L. Lechter
ProductGroup: Book
Binding: Paperback
ASIN: B000UHTP6S

Product Description

3 book set of the Rich Dad series

Average customer rating:

Rich Dad's Guide to Becoming Rich...

Manufacturer: TIME WARNER PAPERBAC
ProductGroup: Book
Binding: Paperback
ASIN: B000H98AF6

Book Description

Written for working women of all ages, this is a comprehensive guide to the financial and emotional aspects of retirement. "Sound advice...a highly readable guide because Carole Sinclair gives as much thought to life as to finance."--John Mack Carter, editor-in-chief, Good Housekeeping Line drawings.

Books:

Books Index

Books Home

Recommended Books