Деталі електронної книги

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

EЛЕКТРОННА КНИГА
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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
  • Назва:Mastering R for Quantitative Finance. Use R to optimize your trading strategy and build up your own risk management system
  • Автор:Gergely Gabler
  • Оригінальна назва:Mastering R for Quantitative Finance. Use R to optimize your trading strategy and build up your own risk management system
  • ISBN:9781783552085, 9781783552085
  • Дата видання:2015-03-10
  • Формат:Eлектронна книга - EPUB
  • Ідентифікатор видання: e_3axy
  • Видавець: Packt Publishing