TY  - BOOK
AU  - Ang, Clifford S.
TI  - Analyzing financial data and implementing financial models using R
SN  - 9783030641542
U1  - 332 
PY  - 2020///
CY  - Switzerland
PB  - Springer
KW  - R (Computer program language)
KW  - Finance--Mathematical models
KW  - Mathematical statistics
KW  - Finance--Data processing
KW  - Decision making--Computer programs
KW  - Decision making--Mathematical models
KW  - Industrial management--Statistical methods--Computer programs
N2  - 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
ER  -