Analyzing Financial Data and Implementing Financial Models Using R /
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....
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| Format: | eBook |
| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2021.
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| Edition: | 2nd ed. 2021. |
| Series: | Springer Texts in Business and Economics,
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. |
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| Physical Description: | 1 online resource (XVI, 465 pages 63 illustrations, 56 illustrations in color.) |
| ISBN: | 9783030641559 |
| ISSN: | 2192-4341 |
| DOI: | 10.1007/978-3-030-64155-9 |