Statistics and Data Analysis for Financial Engineering: 2nd Edition

This is a nice book that blends modern statistical techniques with practical R code that makes it easy to explore, understand, and model financial data. Readers unfamiliar with this book can see what others have said here.

To learn this material as well as possible I worked through the book's problems and exercises and wrote up my solutions and put them in book form. The R scripts used in the solutions for the various chapters are given below. The solution manual has detailed explanations of the R codes below and further explanations of the questions asked in the end of chapter exercises. Note that this solution manual is for the 2nd edition of the textbook. One should note that there are are large number of overlapping problems between the two editions of the textbook. For a solution manual for the 1st edition please see here.

Originally my solutions were written in PDF (using the mathematical typesetting language LaTeX). If you are interested in purchasing the current PDF version you can do so for $50.00 (US dollars) via PayPal (see the link below). Note: After you buy with PayPal you will be automatically directed to a web page where you can immediately download the solution manual.

Code For Various Chapters:
As always, I am interested in hearing about any errors that might exist in this material.

John Weatherwax