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Financial Analytics With R: Building a Laptop Laboratory for Data Science

By: Bennett, Mark J.
Contributor(s): Hugen, Dirk L.
Material type: materialTypeLabelBookPublisher: Cambridge Cambridge University Press 2016Description: xvi, 377p.ISBN: 9781107150751.Subject(s): Finance | Data Processing | Mathematical ModelsDDC classification: 332.0285513 Online resources: Click here to access online
Contents:
able of Contents Preface Acknowledgements 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 Appendix. Probability distributions and statistical analysis
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General Book General Book Nava Nalanda Central Library
General Section
GEN 332.0285513 BE-F (Browse shelf) Available 132524

able of Contents
Preface
Acknowledgements
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
Appendix. Probability distributions and statistical analysis

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