Analyzing financial data and implementing financial models using R
Ang, Clifford S.
Analyzing financial data and implementing financial models using R - Switzerland Springer 2020 - xvi, 465 p.
About this book
This advanced undergraduate/graduate textbook teaches students in finance and economics how to use R to analyse financial data and implement financial models. It demonstrates how to take publically available data and manipulate, implement models and generate outputs typical for particular analyses. A wide spectrum of timely and practical issues in financial modelling are covered including return and risk measurement, portfolio management, option pricing and fixed income analysis. This new edition updates and expands upon the existing material providing updated examples and new chapters on equities, simulation and trading strategies, including machine learnings techniques. Select data sets are available online.
9783030641542
R (Computer program language)
Finance--Mathematical models
Mathematical statistics
Finance--Data processing
Decision making--Computer programs
Decision making--Mathematical models
Industrial management--Statistical methods--Computer programs
332 / ANG
Analyzing financial data and implementing financial models using R - Switzerland Springer 2020 - xvi, 465 p.
About this book
This advanced undergraduate/graduate textbook teaches students in finance and economics how to use R to analyse financial data and implement financial models. It demonstrates how to take publically available data and manipulate, implement models and generate outputs typical for particular analyses. A wide spectrum of timely and practical issues in financial modelling are covered including return and risk measurement, portfolio management, option pricing and fixed income analysis. This new edition updates and expands upon the existing material providing updated examples and new chapters on equities, simulation and trading strategies, including machine learnings techniques. Select data sets are available online.
9783030641542
R (Computer program language)
Finance--Mathematical models
Mathematical statistics
Finance--Data processing
Decision making--Computer programs
Decision making--Mathematical models
Industrial management--Statistical methods--Computer programs
332 / ANG