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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, 351 p. 60 illus.online resource. :
Contained By:	Springer Nature eBook
標題:	Finance. -
電子資源:	https://doi.org/10.1007/978-3-319-14075-9
ISBN:	9783319140759

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. - 1st ed. 2015. - XVI, 351 p. 60 illus.online resource. - Springer Texts in Business and Economics,2192-4333. - 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 book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate such data, implement the models, and generate typical output expected for a particular analysis. This text aims to overcome several common obstacles in teaching financial modeling. First, most texts do not provide students with enough information to allow them to implement models from start to finish. In this book, we walk through each step in relatively more detail and show intermediate R output to help students make sure they are implementing the analyses correctly. Second, most books deal with sanitized or clean data that have been organized to suit a particular analysis. Consequently, many students do not know how to deal with real-world data or know how to apply simple data manipulation techniques to get the real-world data into a usable form. This book will expose students to the notion of data checking and make them aware of problems that exist when using real-world data. Third, most classes or texts use expensive commercial software or toolboxes. In this text, we use R to analyze financial data and implement models. R and the accompanying packages used in the text are freely available; therefore, any code or models we implement do not require any additional expenditure on the part of the student. Demonstrating rigorous techniques applied to real-world data, this text covers a wide spectrum of timely and practical issues in financial modeling, including return and risk measurement, portfolio management, options pricing, and fixed income analysis.

ISBN: 9783319140759

Standard No.: 10.1007/978-3-319-14075-9doiSubjects--Topical Terms:

559073
Finance.

LC Class. No.: HG1-9999

Dewey Class. No.: 332

Analyzing Financial Data and Implementing Financial Models Using R
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