Analyzing Financial Data and Implementing Financial Models Using R

• Κύριος συγγραφέας: Ang, Clifford S. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Σειρά: Springer Texts in Business and Economics,
• Θέματα: Finance.; Statistics.; Econometrics.; Macroeconomics.; Finance, general.; Macroeconomics/Monetary Economics//Financial Economics.; Statistics and Computing/Statistics Programs.

This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate suc...

Πίνακας περιεχομένων:

• 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.