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Analyzing financial data and impleme...

Ang, Clifford S.

Analyzing financial data and implementing financial models using R /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Analyzing financial data and implementing financial models using R // Clifford S. Ang.
Author:	Ang, Clifford S.
Published:	Cham :Springer, : c2021.,
Description:	xvi, 465 p. :ill. (chiefly color) ; : 25 cm.;
Notes:	Previous edition: 2015.
Subject:	R (Computer program language) -
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:

679069
R (Computer program language)

LC Class. No.: HG106 / .A53 2021

Dewey Class. No.: 332

Analyzing financial data and implementing financial models using R /
LDR:01582cam a2200265 a 4500 001 1063989
003 OCoLC
005 20210716115629.1
008 220606s2021 sz a b 001 0 eng d
020 $a 9783030641542 (hbk.) : $c NT3447
020 $a 3030641546 (hbk.)
020 $z 3030641554 (ebk.)
020 $z 9783030641559 (ebk.)
035 $a (OCoLC)1257705410
035 $a 1257705410
040 $a YDX $b eng $e aacr2 $c YDX $d GW5XE $d OCLCO $d EBLCP
050 # 4 $a HG106 $b .A53 2021
082 0 4 $a 332 $2 23
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 R (Computer program language) $3 679069
650 # 0 $a Mathematical statistics. $3 527941
650 # 0 $a Finance $x Mathematical models. $3 557653
830 0 $a Springer texts in business and economics. $3 882433