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Analyzing Financial Data and Implementing Financial Models Using R / by Clifford S. Ang.

By: Ang, Clifford S.
Material type: materialTypeLabelE-bookSeries: (Springer Texts in Business and Economics, 2192-4341); (Computer Science (SpringerNature-11645)); (Computer Science (R0) (SpringerNature-43710)).Publisher: Cham : Springer International Publising, 2021Edition: Second edition 2021.Description: 1 recurso en línea (XVI, 465 páginas) : 63 ilustraciones, 56 ilustraciones a color.ISBN: 9783030641559.Subject: R (Lenguaje de programación)Online resources: Acceso a este recurso digital (usuarios Universidad Europea de Madrid)Digital Resources
Contents:
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.
Abstract: 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.
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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
LIBRO-E NO PRÉSTAMO LIBRO-E NO PRÉSTAMO Madrid Digital Acceso Electrónico (UEM) Ciencias e Ingeniería HG106 2021 EB (Browse shelf(Opens below)) Acceso electrónico eBook.19122244
Total holds: 0

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.

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.

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