000			01584nam a22002537a 4500
999			_c2635 _d2635
005			20220715123339.0
008			220715b ||||| |||| 00| 0 eng d
020			_a9783030641542
082			_a332 _bANG
100			_aAng, Clifford S. _96523
245			_aAnalyzing financial data and implementing financial models using R
260			_bSpringer _aSwitzerland _c2020
300			_axvi, 465 p.
365			_aEURO _b109.99
520			_aAbout this book 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			_aR (Computer program language) _91512
650			_aFinance--Mathematical models _9180
650			_aMathematical statistics _9837
650			_aFinance--Data processing _97271
650			_aDecision making--Computer programs _95594
650			_aDecision making--Mathematical models _91481
650			_aIndustrial management--Statistical methods--Computer programs _95595
942			_2ddc _cBK