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Analyzing Financial Data and Implementing Financial Models Using R / by Clifford S. Ang.
SpringerLink Books Computer Science (2011-2024) Available online
SpringerLink Books Computer Science (2011-2024)- Format:
- Book
- Author/Creator:
- Ang, Clifford S., Author.
- Series:
- Computer Science (SpringerNature-11645)
- Springer texts in business and economics 2192-4341
- Springer Texts in Business and Economics, 2192-4341
- Language:
- English
- Subjects (All):
- Financial risk management.
- Social sciences-Mathematics.
- Statistics.
- Risk Management.
- Mathematics in Business, Economics and Finance.
- Statistics in Business, Management, Economics, Finance, Insurance.
- Local Subjects:
- Risk Management.
- Mathematics in Business, Economics and Finance.
- Statistics in Business, Management, Economics, Finance, Insurance.
- Physical Description:
- 1 online resource (XVI, 465 pages) : 63 illustrations, 56 illustrations in color.
- Edition:
- 2nd ed. 2021.
- Contained In:
- Springer Nature eBook
- Place of Publication:
- Cham : Springer International Publishing : Imprint: Springer, 2021.
- System Details:
- text file PDF
- 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.
- 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.
- Other Format:
- Printed edition:
- ISBN:
- 978-3-030-64155-9
- 9783030641559
- Access Restriction:
- Restricted for use by site license.
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