Cantitate/Preț
Produs

Analyzing Financial Data and Implementing Financial Models Using R: Springer Texts in Business and Economics

Autor Clifford S. Ang
en Limba Engleză Paperback – 25 iun 2022
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.
Citește tot Restrânge

Din seria Springer Texts in Business and Economics

Preț: 55594 lei

Preț vechi: 65405 lei
-15%

Puncte Express: 834

Carte tipărită la comandă

Livrare economică 02-16 decembrie

Livrare prin curier în România Termenul estimat este afișat lângă disponibilitate.
Transport gratuit pentru acest produs Plată online sau ramburs, în funcție de opțiunile comenzii.
Retur gratuit în 14 zile Comandă securizată și suport în română.

Specificații

ISBN-13: 9783030641573
ISBN-10: 3030641570
Pagini: 484
Ilustrații: XVI, 465 p. 63 illus., 56 illus. in color.
Dimensiuni: 155 x 235 x 27 mm
Greutate: 0.73 kg
Ediția:Second Edition 2021
Editura: Springer
Colecția Springer Texts in Business and Economics
Seria Springer Texts in Business and Economics

Locul publicării:Cham, Switzerland

Cuprins

Chapter 1 Prices.- Chapter 2 Individual Security Returns.- Chapter 3 Portfolio Returns.- Chapter 4 Risk.- Chapter 5 Factor Models.- Chapter 6 Risk-Adjusted Portfolio Performance Measures.- Chapter 7 Markowitz Mean-Variance Optimization.- Chapter 8 Fixed Income.- Chapter 9 Options.- Appendix A Getting Started with R. Appendix B Constructing a Hypothetical Portfolio.

Notă biografică

Clifford S. Ang, CFA is a Vice President at Compass Lexecon in Chicago. He specializes in valuation, corporate finance, and damages, and has worked on hundreds of engagements involving companies across a broad spectrum of industries. Ang has held teaching appointments at DePaul University, the University of the Philippines, and Ateneo de Manila University, where he has taught courses in investments, investment management, corporate finance, and international finance. He is a CFA Charterholder and holds an MS in Finance from the University of the Philippines. Ang also holds a BSBA majoring in finance and accounting from Washington University in St. Louis, where he subsequently completed doctoral coursework in finance, economics, and econometrics. He also presented at the 2012 R in Finance Conference a method to estimate the market value of illiquid debt.

Textul de pe ultima copertă

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.

Caracteristici

Features new chapters on equities, simulation and trading strategies Provides updated discussions and revised examples Guides students step-by-step through the modeling process and reports intermediate output Instructs students to analyze financial data and implement financial models using R using real-world data