Computational Finance An Introductory Course with R /

• Κύριος συγγραφέας: Arratia, Argimiro (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Paris : Atlantis Press : Imprint: Atlantis Press, 2014.
• Σειρά: Atlantis Studies in Computational Finance and Financial Engineering, 1
• Θέματα: Computer science.; Computer simulation.; Economics, Mathematical.; Statistics.; Macroeconomics.; Computer Science.; Simulation and Modeling.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Quantitative Finance.; Macroeconomics/Monetary Economics//Financial Economics.; Statistics and Computing/Statistics Programs.

The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics of Finance. In that regard it is unique in its kind, for it touches upon the basic principles of all three main components of CF, with hands...

Πίνακας περιεχομένων:

• An abridged introduction to finance
• Statistics of financial time series
• Correlations, causalities and similarities
• Time series models in finance
• Brownian motion, binomial trees and Monte Carlo simulation
• Trade on pattern mining or value estimation
• Optimization heuristics in finance
• Portfolio optimization
• Online finance
• Appendix: The R programming environment.