Overview
Modeling financial time series with S-Plus is a book by Eric Zivot and Jiahui Wang, first published in 2004. In this catalogue it is classified mainly under Time Series Analysis and Quantitative Finance, with secondary coverage of Financial Econometrics, Mathematical Finance and Risk Management.
Audience and depth. The rule-based model places its mathematical difficulty at advanced level (7/10); readers are typically expected to know calculus, linear algebra, probability theory, statistics and stochastic processes.
Orientation. The metadata points to a balance of theory and applied material. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).
How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 96% and difficulty confidence is 85%; the catalogue lists no ratings or awards.