Computational Finance with R
This book prepares students to execute the quantitative and computational needs of the finance industry. The quantitative methods are explained in detail with examples from real financial problems like option pricing, risk management, portfolio selection, etc. Codes are provided in R programming lan...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Singapore
Springer Nature Singapore
2023, 2023
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| Edition: | 1st ed. 2023 |
| Series: | Indian Statistical Institute Series
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Part I. Numerical Methods
- 1. Preliminaries
- 2. Solving a System of Linear Equations
- 3. Solving Non-Linear Equations
- 4. Numerical Integration
- 5. Numerical Differentiation
- 6. Numerical Methods for PDE
- 7. Optimization
- Part II. Simulation Methods
- 8. Monte-Carlo Methods
- 9. Lattice Models
- 10. Simulating Brownian Motion
- 11. Variance Reduction
- 12. Bayesian Computation with Stan
- 13. Resampling
- Part III. Statistical Methods
- 14. Descriptive Methods
- 15. Inferential Statistics
- 16. Statistical Risk Analysis
- 17. Multivariate Analysis
- 18. Univariate Time Series
- 19. Multivariate Time Series
- 20. High Frequency Data
- 21. Supervised Learning
- 22. Unsupervised Learning
- Appendix
- A. Basics of Mathematical Finance
- B. Introduction to R
- C. Extreme Value Theory in Finance
- Bibliography.