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Financial Analytics with R
Mark J. BennettDirk L. Hugen
出版Cambridge University Press, 2016-10-06
主題Business & Economics / Finance / GeneralBusiness & Economics / Finance / Financial Risk ManagementBusiness & Economics / StatisticsComputers / Mathematical & Statistical SoftwareMathematics / Probability & Statistics / General
ISBN11071507529781107150751
URLhttp://books.google.com.hk/books?id=HqkODQAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋Are you innately curious about dynamically inter-operating financial markets? Since the crisis of 2008, there is a need for professionals with more understanding about statistics and data analysis, who can discuss the various risk metrics, particularly those involving extreme events. By providing a resource for training students and professionals in basic and sophisticated analytics, this book meets that need. It offers both the intuition and basic vocabulary as a step towards the financial, statistical, and algorithmic knowledge required to resolve the industry problems, and it depicts a systematic way of developing analytical programs for finance in the statistical language R. Build a hands-on laboratory and run many simulations. Explore the analytical fringes of investments and risk management. Bennett and Hugen help profit-seeking investors and data science students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.