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.
9783030641559
10.1007/978-3-030-64155-9 doi
Financial risk management.
Social sciences--Mathematics.
Statistics .
Risk Management.
Mathematics in Business, Economics and Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
HD61
658.155
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.
9783030641559
10.1007/978-3-030-64155-9 doi
Financial risk management.
Social sciences--Mathematics.
Statistics .
Risk Management.
Mathematics in Business, Economics and Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
HD61
658.155