Analyzing financial data and implementing financial models using R

By:

Ang, Clifford S

Material type: Text

TextPublication details: Springer Switzerland 2020Description: xvi, 465 pISBN:

9783030641542

Subject(s):

DDC classification:

332 ANG

Summary: 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.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode	Item holds
Book	Bodh Gaya General Stacks	F&A	332 ANG (Browse shelf(Opens below))	1	Available		IIMG-002760

Total holds: 0

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.

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