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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Bibliographic Details
Main Author:	Ang, Clifford S. (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2021.
Edition:	2nd ed. 2021.
Series:	Springer Texts in Business and Economics,
Subjects:	Risk management. Economics, Mathematical . Statistics . Risk Management. Quantitative Finance. Statistics for Business, Management, Economics, Finance, Insurance. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

Chapter 1 Prices
Chapter 2 Individual Security Returns
Chapter 3 Portfolio Returns
Chapter 4 Risk
Chapter 5 Factor Models
Chapter 6 Risk-Adjusted Portfolio Performance Measures
Chapter 7 Markowitz Mean-Variance Optimization
Chapter 8 Fixed Income
Chapter 9 Options
Appendix A Getting Started with R. Appendix B Constructing a Hypothetical Portfolio.