rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Financial modeling using R
  name:
    name part: Yan, Yuxing.
    role:
      role term: creator
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: ncu
    date issued: 2017
    copyright date: 2018
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: 461 pages : illustrations ; 28 cm
  abstract: This is a programming book written by a finance professor. This book will be an ideal textbook for many quantitative finance courses, such as (next generation) financial modeling, portfolio theory, empirical research in finance, computational finance, and risk management. The book has three unique characteristics: (1) use free software; (2) combine programming with various finance theories, such as ratio analysis, CAPM, Fama-French 5-factor model, portfolio theory, options and futures, credit analysis, VaR (Value at Risk), and Monte Carlo Simulation; and (3) download and process publicly available financial and economic data from various sources, such as Yahoo!Finance, Google Finance, FRED (Federal Reserve Bank's Economic Data Library), SEC, and Prof. French's Data Library. --back cover.
  note: Yuxing Yan.
  note: Includes bibliographical references (pages 441-443) and index.
  subject:
    topic: R (Computer program language)
  subject:
    topic: Finance
    topic: Data processing
  subject:
    topic: Programming languages (Electronic computers)
  subject:
    topic: Finance
    topic: Data processing
  subject:
    topic: Programming languages (Electronic computers)
  subject:
    topic: R (Computer program language)
  classification: QA276.45.R3 Y36 2018
  identifier: 9781946946454
  identifier: 1946946451
  record info:
    record content source: YSM
    record creation date: 180410
    record change date: 20181023094016.0
    record identifier: in00004017168
    language of cataloging:
      language term: eng