Financial analytics with R: building a laptop laboratory for data science
By: Bennett, Mark J
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Contributor(s): Hugen, Dirk L.
Material type: 
BookPublisher: Cambridge Cambridge University Press 2016Description: xvi, 377 p.ISBN: 9781107150751.Subject(s): R Computer Program Language | Finance - Mathematical Models - Data Processing | Finance - DatabasesDDC classification: 332.0285513 Summary: Are you innately curious about dynamically inter-operating financial markets? Since the crisis of 2008, there is a need for professionals with more understanding about statistics and data analysis, who can discuss the various risk metrics, particularly those involving extreme events. By providing a resource for training students and professionals in basic and sophisticated analytics, this book meets that need. It offers both the intuition and basic vocabulary as a step towards the financial, statistical, and algorithmic knowledge required to resolve the industry problems, and it depicts a systematic way of developing analytical programs for finance in the statistical language R. Build a hands-on laboratory and run many simulations. Explore the analytical fringes of investments and risk management. Bennett and Hugen help profit-seeking investors and data science students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.
https://www.goodreads.com/book/show/30462860-financial-analytics-with-r?from_search=true
| Item type | Current location | Item location | Collection | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| Books | Vikram Sarabhai Library | Slot 611 (0 Floor, West Wing) | Non-fiction | 332.0285513 B3F4 (Browse shelf) | Available | 193646 |
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| 332.041 B7C2 Capital in the twenty-first century | 332.0285133 T8I6 An introduction to analysis of financial data with R | 332.0285513 A7C7 C++ for financial mathematics | 332.0285513 B3F4 Financial analytics with R: building a laptop laboratory for data science | 332.02855133 F5F4 Financial modelling in python | 332.02855133 P7I6 Intermediate structured finance modeling: leveraging excel, VBA, access, and powerpoint | 332.028553 K4F4 Financial modelling: theory, implementation and practice (with MATLAB source) |
Table of Contents:
1. Analytical thinking
2. The R language for statistical computing
3. Financial statistics
4. Financial securities
5. Dataset analytics and risk measurement
6. Time series analysis
7. The Sharpe ratio
8. Markowitz mean-variance optimization
9. Cluster analysis
10. Gauging the market sentiment
11. Simulating trading strategies
12. Data mining using fundamentals
13. Prediction using fundamentals
14. Binomial model for options
15. Black-Scholes model and option implied volatility
Are you innately curious about dynamically inter-operating financial markets? Since the crisis of 2008, there is a need for professionals with more understanding about statistics and data analysis, who can discuss the various risk metrics, particularly those involving extreme events. By providing a resource for training students and professionals in basic and sophisticated analytics, this book meets that need. It offers both the intuition and basic vocabulary as a step towards the financial, statistical, and algorithmic knowledge required to resolve the industry problems, and it depicts a systematic way of developing analytical programs for finance in the statistical language R. Build a hands-on laboratory and run many simulations. Explore the analytical fringes of investments and risk management. Bennett and Hugen help profit-seeking investors and data science students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.
https://www.goodreads.com/book/show/30462860-financial-analytics-with-r?from_search=true
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