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1、SpringerTextsinStatisticsSeriesEditorsG.CasellaS.FienbergI.OlkinForothertitlespublishedinthisseries,gotowww.springer.com/series/417DavidRuppertStatisticsandDataAnalysisforFinancialEngineeringDavidRuppertSchoolofOperationsResearchandInformationEngineeringCornellUniversityComstockHall117014853-
2、3801IthacaNewYorkUSAdr24@cornell.eduSeriesEditors:GeorgeCasellaStephenFienbergIngramOlkinDepartmentofStatisticsDepartmentofStatisticsDepartmentofStatisticsUniversityofFloridaCarnegieMellonUniversityStanfordUniversityGainesville,FL32611-8545Pittsburgh,PA15213-3890Stanford,CA94305USAUSAUSAISSN1
3、431-875XISBN978-1-4419-7786-1e-ISBN978-1-4419-7787-8DOI10.1007/978-1-4419-7787-8SpringerNewYorkDordrechtHeidelbergLondon©SpringerScience+BusinessMedia,LLC2011Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMe
4、dia,LLC,233SpringStreet,NewYork,NY10013,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseinthis
5、publicationoftradenames,trademarks,servicemarks,andsimilarterms,eveniftheyarenotidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubjecttoproprietaryrights.Printedonacid-freepaperSpringerispartofSpringerScience+BusinessMedia(www.springer.com)Tothememoryofmygrandpar
6、entsPrefaceIdevelopedthistextbookwhileteachingthecourseStatisticsforFinancialEngineeringtomaster'sstudentsinthe¯nancialengineeringprogramatCor-nellUniversity.Thesestudentshavealreadytakencoursesinportfolioman-agement,¯xedincomesecurities,options,andstochasticcalculus,soIcon-centrateonteaching
7、statistics,dataanalysis,andtheuseofR,andIcovermostsectionsofChapters4{9and17{20.Thesechaptersalonearemorethanenoughto¯llaonesemestercourse.Idonotcoverregression(Chapters12{14and21)orthemoreadvancedtimeseriestopicsinChapter10,sincethesetopicsa
