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Mastering R for Quantitative Finance. Use R to optimize your trading strategy and build up your own risk management system

Mastering R for Quantitative Finance. Use R to optimize your trading strategy and build up your own risk management system

Gergely Gabler

EBOOK
Kup pozycję na ebookpoint.pl
This book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in quantitative finance and you also need to have a reasonable knowledge of R.
  • 1. Time Series Analysis
  • 2. Factor Models
  • 3. Forecasting Volume for VWAP Trading
  • 4. Big Data ? Advanced Analytics
  • 5. FX Derivatives
  • 6. Interest Rate Derivatives
  • 7. Exotic Options
  • 8. Optimal Hedging
  • 9. Fundamental Analysis
  • 10. Technical Analysis
  • 11. Asset/Liability Management
  • 12. Capital Adequacy
  • 13. Systemic Risk
  • Tytuł:Mastering R for Quantitative Finance. Use R to optimize your trading strategy and build up your own risk management system
  • Autor:Gergely Gabler
  • Tytuł oryginału:Mastering R for Quantitative Finance. Use R to optimize your trading strategy and build up your own risk management system
  • ISBN:9781783552085, 9781783552085
  • Data wydania:2015-03-10
  • Format:Ebook - EPUB
  • Identyfikator pozycji: e_3axy
  • Wydawca: Packt Publishing