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Analyzing Financial Data and Implementing Financial Models Using R

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Analyzing Financial Data and Implementing Financial Models Using R/ by Clifford S. Ang.
作者:	Ang, Clifford S.
面頁冊數:	XVI, 465 p. 63 illus., 56 illus. in color.online resource. :
Contained By:	Springer Nature eBook
標題:	Risk management. -
電子資源:	https://doi.org/10.1007/978-3-030-64155-9
ISBN:	9783030641559

Analyzing Financial Data and Implementing Financial Models Using R
Ang, Clifford S.

Analyzing Financial Data and Implementing Financial Models Using R[electronic resource] /by Clifford S. Ang. - 2nd ed. 2021. - XVI, 465 p. 63 illus., 56 illus. in color.online resource. - Springer Texts in Business and Economics,2192-4341. - Springer Texts in Business and Economics,.

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.

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.

ISBN: 9783030641559

Standard No.: 10.1007/978-3-030-64155-9doiSubjects--Topical Terms:

559158
Risk management.

LC Class. No.: HD61

Dewey Class. No.: 658.155

Analyzing Financial Data and Implementing Financial Models Using R
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