Analyzing Financial Data and Implementing Financial Models Using R

Kirjan Analyzing Financial Data and Implementing Financial Models Using R (2022) on kirjoittanut Clifford S. Ang. Kirjan kieli on englanti, ja sen on kustantanut Springer Nature Switzerland AG. Kirja on laajuudeltaan 465 sivua ja se on nidottu.

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.