تحلیل داده های مالی و پیاده سازی مدل های مالی با استفاده از آر
دسته: سرمایه گذاریسال انتشار: 2021 | 476 صفحه | حجم فایل: 8 مگابایت | زبان: انگلیسی
نویسنده
Clifford S. Ang
ناشر
Springer
ISBN10:
3030641546
ISBN13:
9783030641542
قیمت: 16000 تومان
برچسبها: آر تحلیل مالیThis 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.