MARC details
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01584nam a22002537a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20220715123339.0 |
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220715b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783030641542 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332 |
| Item number |
ANG |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Ang, Clifford S. |
| 245 ## - TITLE STATEMENT |
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| Title |
Analyzing financial data and implementing financial models using R |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc. |
Springer |
| Place of publication, distribution, etc. |
Switzerland |
| Date of publication, distribution, etc. |
2020 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xvi, 465 p. |
| 365 ## - TRADE PRICE |
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| Price type code |
EURO |
| Price amount |
109.99 |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
About this book<br/>This 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
R (Computer program language) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Finance--Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mathematical statistics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Finance--Data processing |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Decision making--Computer programs |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Decision making--Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Industrial management--Statistical methods--Computer programs |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |