Analyzing Financial Data and Implementing Financial Models Using R

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....

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Bibliographic Details
Main Author: Ang, Clifford S.
Format: eBook
Language:English
Published: Cham Springer International Publishing 2021, 2021
Edition:2nd ed. 2021
Series:Springer Texts in Business and Economics
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:XVI, 465 p. 63 illus., 56 illus. in color online resource
ISBN:9783030641559