Analyzing Financial Data and Implementing Financial Models Using R
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Beschreibung
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.
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.
Features new chapters on equities, simulation and trading strategies Provides updated discussions and revised examples Guides students step-by-step through the modeling process and reports intermediate output Instructs students to analyze financial data and implement financial models using R using real-world data
Autor*in
Clifford S. Ang
Themen in »Analyzing Financial Data and Implementing Financial Models Using R«
Machine learning trading strategies Financial modelling using R Financial analysis using R Fixed income analysis Individual security returns Portfolio Returns using Matrix Algebra Individual security risks Markowitz Mean-Variance Optimization Principal Components Analysis quantitative finance