Analyzing Financial Data and Implementing Financial Models Using R [electronic resource] /
Material type: TextSeries: Springer Texts in Business and EconomicsPublisher: Cham : Springer International Publishing : Imprint: Springer, 2021Edition: 2nd ed. 2021Description: XVI, 465 p. 63 illus., 56 illus. in color. online resourceContent type:- text
- computer
- online resource
- 9783030641559
- 658.155 23
- HD61
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.
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