Quantitative Methods In Finance Using R
DOWNLOAD
Download Quantitative Methods In Finance Using R PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Quantitative Methods In Finance Using R book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Quantitative Methods In Finance Using R
DOWNLOAD
Author : John Fry
language : en
Publisher: McGraw-Hill Education (UK)
Release Date : 2022-07-04
Quantitative Methods In Finance Using R written by John Fry and has been published by McGraw-Hill Education (UK) this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-07-04 with Business & Economics categories.
“The book will form a solid foundation to support the transition of students into the world of work or further research.” Professor Jane M Binner, Chair of Finance, Department of Finance, University of Birmingham, UK “In over 20 years of teaching quantitative methods, I have rarely come across a book such as this which meets/exceeds all the expectations of its intended audience so well” Tuan Yu, Lecturer, Kent Business School, Canterbury, UK “This is a fantastic book for anyone wanting to understand, learn and apply quantitative methods in finance using R” Professor Raphael Markellos, Professor of Finance, Norwich Business School, UK Quantitative Methods in Finance Using R draws on the extensive teaching and research expertise of John Fry and Matt Burke, covering a wide range of quantitative methods in Finance that utilise the freely downloadable R software. With software playing an increasingly important role in finance, this book is a must-have introduction for finance students who want to explore how they can undertake their own quantitative analyses in dissertation and project work. Assuming no prior knowledge, and taking a holistic approach, this brand new title guides you from first principles and help to build your confidence in tackling large data sets in R. Complete with examples and exercises with worked solutions, Fry and Burke demonstrate how to use the R freeware for regression and linear modelling, with attention given to presentation and the importance of good writing and presentation skills in project work and data analysis more generally. Through this book, you will develop your understanding of: •Descriptive statistics •Inferential statistics •Regression •Analysis of variance •Probability regression models •Mixed models •Financial and non-financial time series John Fry is a senior lecturer in Applied Mathematics at the University of Hull. Fry has a PhD in Mathematical Finance from the University of Sheffield. His main research interests span mathematical finance, econophysics, statistics and operations research. Matt Burke is a senior lecturer in Finance at Sheffield Hallam University. He holds a PhD in Finance from the University of East Anglia. Burke’s main research interests lie in asset pricing and climate finance.
Learning Quantitative Finance With R
DOWNLOAD
Author : Dr. Param Jeet
language : en
Publisher: Packt Publishing Ltd
Release Date : 2017-03-23
Learning Quantitative Finance With R written by Dr. Param Jeet and has been published by Packt Publishing Ltd this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-23 with Computers categories.
Implement machine learning, time-series analysis, algorithmic trading and more About This Book Understand the basics of R and how they can be applied in various Quantitative Finance scenarios Learn various algorithmic trading techniques and ways to optimize them using the tools available in R. Contain different methods to manage risk and explore trading using Machine Learning. Who This Book Is For If you want to learn how to use R to build quantitative finance models with ease, this book is for you. Analysts who want to learn R to solve their quantitative finance problems will also find this book useful. Some understanding of the basic financial concepts will be useful, though prior knowledge of R is not required. What You Will Learn Get to know the basics of R and how to use it in the field of Quantitative Finance Understand data processing and model building using R Explore different types of analytical techniques such as statistical analysis, time-series analysis, predictive modeling, and econometric analysis Build and analyze quantitative finance models using real-world examples How real-life examples should be used to develop strategies Performance metrics to look into before deciding upon any model Deep dive into the vast world of machine-learning based trading Get to grips with algorithmic trading and different ways of optimizing it Learn about controlling risk parameters of financial instruments In Detail The role of a quantitative analyst is very challenging, yet lucrative, so there is a lot of competition for the role in top-tier organizations and investment banks. This book is your go-to resource if you want to equip yourself with the skills required to tackle any real-world problem in quantitative finance using the popular R programming language. You'll start by getting an understanding of the basics of R and its relevance in the field of quantitative finance. Once you've built this foundation, we'll dive into the practicalities of building financial models in R. This will help you have a fair understanding of the topics as well as their implementation, as the authors have presented some use cases along with examples that are easy to understand and correlate. We'll also look at risk management and optimization techniques for algorithmic trading. Finally, the book will explain some advanced concepts, such as trading using machine learning, optimizations, exotic options, and hedging. By the end of this book, you will have a firm grasp of the techniques required to implement basic quantitative finance models in R. Style and approach This book introduces you to the essentials of quantitative finance with the help of easy-to-understand, practical examples and use cases in R. Each chapter presents a specific financial concept in detail, backed with relevant theory and the implementation of a real-life example.
Mastering R For Quantitative Finance
DOWNLOAD
Author : Edina Berlinger
language : en
Publisher: Packt Publishing Ltd
Release Date : 2015-03-10
Mastering R For Quantitative Finance written by Edina Berlinger and has been published by Packt Publishing Ltd this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-10 with Computers categories.
This book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in quantitative finance and you also need to have a reasonable knowledge of R.
Prac Quantitative Finance W R
DOWNLOAD
Author : Jack Xu
language : en
Publisher: Unicad
Release Date : 2016-08-12
Prac Quantitative Finance W R written by Jack Xu and has been published by Unicad this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-08-12 with Business & Economics categories.
The book provides a complete explanation of R programming in quantitative finance. It demonstrates how to prototype quant models and backtest trading strategies. It pays special attention to creating business applications and reusable R libraries that can be directly used to solve real-world problems in quantitative finance.
Financial Analytics With R
DOWNLOAD
Author : Mark J. Bennett
language : en
Publisher: Cambridge University Press
Release Date : 2016-10-06
Financial Analytics With R written by Mark J. Bennett and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-06 with Business & Economics categories.
Financial Analytics with R sharpens readers' skills in time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.
Implementing Models In Quantitative Finance Methods And Cases
DOWNLOAD
Author : Gianluca Fusai
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-20
Implementing Models In Quantitative Finance Methods And Cases written by Gianluca Fusai and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-20 with Business & Economics categories.
This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a toolkit in numerical methods for finance. The second part proposes twenty self-contained cases covering model simulation, asset pricing and hedging, risk management, statistical estimation and model calibration. Each case develops a detailed solution to a concrete problem arising in applied financial management and guides the user towards a computer implementation. The appendices contain "crash courses" in VBA and Matlab programming languages.
Quantitative Methods For Finance And Investments
DOWNLOAD
Author : John L. Teall
language : en
Publisher: Wiley-Blackwell
Release Date : 2002-01
Quantitative Methods For Finance And Investments written by John L. Teall and has been published by Wiley-Blackwell this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01 with Business & Economics categories.
Quantitative Methods for Finance and Investments ensures that readers come away from reading it with a reasonable degree of comfort and proficiency in applying elementary mathematics to several types of financial analysis. All of the methodology in this book is geared toward the development, implementation, and analysis of financial models to solve financial problems.
An Introduction To Analysis Of Financial Data With R
DOWNLOAD
Author : Ruey S. Tsay
language : en
Publisher: John Wiley & Sons
Release Date : 2014-08-21
An Introduction To Analysis Of Financial Data With R written by Ruey S. Tsay and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-21 with Business & Economics categories.
A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of financial data. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The author supplies a hands-on introduction to the analysis of financial data using the freely available R software package and case studies to illustrate actual implementations of the discussed methods. The book begins with the basics of financial data, discussing their summary statistics and related visualization methods. Subsequent chapters explore basic time series analysis and simple econometric models for business, finance, and economics as well as related topics including: Linear time series analysis, with coverage of exponential smoothing for forecasting and methods for model comparison Different approaches to calculating asset volatility and various volatility models High-frequency financial data and simple models for price changes, trading intensity, and realized volatility Quantitative methods for risk management, including value at risk and conditional value at risk Econometric and statistical methods for risk assessment based on extreme value theory and quantile regression Throughout the book, the visual nature of the topic is showcased through graphical representations in R, and two detailed case studies demonstrate the relevance of statistics in finance. A related website features additional data sets and R scripts so readers can create their own simulations and test their comprehension of the presented techniques. An Introduction to Analysis of Financial Data with R is an excellent book for introductory courses on time series and business statistics at the upper-undergraduate and graduate level. The book is also an excellent resource for researchers and practitioners in the fields of business, finance, and economics who would like to enhance their understanding of financial data and today's financial markets.
Statistics And Data Analysis For Financial Engineering
DOWNLOAD
Author : David Ruppert
language : en
Publisher: Springer
Release Date : 2015-04-21
Statistics And Data Analysis For Financial Engineering written by David Ruppert and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-21 with Business & Economics categories.
The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest.
R In Finance And Economics A Beginner S Guide
DOWNLOAD
Author : Abhay Kumar Singh
language : en
Publisher: World Scientific Publishing Company
Release Date : 2016-11-07
R In Finance And Economics A Beginner S Guide written by Abhay Kumar Singh and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-07 with Business & Economics categories.
This book provides an introduction to the statistical software R and its application with an empirical approach in finance and economics. It is specifically targeted towards undergraduate and graduate students. It provides beginner-level introduction to R using RStudio and reproducible research examples. It will enable students to use R for data cleaning, data visualization and quantitative model building using statistical methods like linear regression, econometrics (GARCH etc), Copulas, etc. Moreover, the book demonstrates latest research methods with applications featuring linear regression, quantile regression, panel regression, econometrics, dependence modelling, etc. using a range of data sets and examples.