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Analyzing financial data and impleme...

Ang, Clifford S.

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 // Clifford S. Ang.
作者:	Ang, Clifford S.
出版者:	Cham :Springer, : c2021.,
面頁冊數:	xvi, 465 p. :ill. (chiefly color) ; : 25 cm.;
附註:	Previous edition: 2015.
標題:	Finance - Mathematical models. -
ISBN:	9783030641542 (hbk.) :

Analyzing financial data and implementing financial models using R /
Ang, Clifford S.

Analyzing financial data and implementing financial models using R /Clifford S. Ang. - 2nd ed. - Cham :Springer,c2021. - xvi, 465 p. :ill. (chiefly color) ;25 cm. - Springer texts in business and economics,2192-4333. - Springer texts in business and economics..

Previous edition: 2015.

Includes bibliographical references and index.

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: 9783030641542 (hbk.) :NT3447Subjects--Topical Terms:

557653
Finance
--Mathematical models.

LC Class. No.: HG106 / .A53 2021

Dewey Class. No.: 332

Analyzing financial data and implementing financial models using R /
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020 $a 9783030641542 (hbk.) : $c NT3447
020 $a 3030641546 (hbk.)
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020 $z 9783030641559 (ebk.)
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050 # 4 $a HG106 $b .A53 2021
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100 1 $a Ang, Clifford S. $3 1085194
245 1 0 $a Analyzing financial data and implementing financial models using R / $c Clifford S. Ang.
250 $a 2nd ed.
260 # $a Cham : $b Springer, $c c2021.
300 $a xvi, 465 p. : $b ill. (chiefly color) ; $c 25 cm.
490 1 $a Springer texts in business and economics, $x 2192-4333
500 $a Previous edition: 2015.
504 $a Includes bibliographical references and index.
520 # $a 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.
650 # 0 $a Finance $x Mathematical models. $3 557653
650 # 0 $a Mathematical statistics. $3 527941
650 # 0 $a R (Computer program language) $3 679069
830 0 $a Springer texts in business and economics. $3 882433