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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| Format: | eBook |
| Language: | English |
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Cham
Springer International Publishing
2021, 2021
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| Edition: | 2nd ed. 2021 |
| Series: | Springer Texts in Business and Economics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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