| 000 | 02721nam a22004215i 4500 | ||
|---|---|---|---|
| 999 |
_c361603 _d361603 _x1 |
||
| 001 | 361603 | ||
| 003 | ES-MaUEC | ||
| 005 | 20230102121413.0 | ||
| 006 | a||||fo|||| 00| 0 | ||
| 007 | cr nn nnnaamaa | ||
| 008 | 210623s2021 sz | o |||| 0|eng d | ||
| 020 | _a9783030641559 | ||
| 024 | 7 |
_a10.1007/978-3-030-64155-9 _2doi |
|
| 040 |
_aES-MaUEC _bspa _cES-MaUEC _dES-MaUEC |
||
| 050 | 4 |
_aHG106 _b2021 EB |
|
| 100 | 1 |
_aAng, Clifford S. _9681240 |
|
| 245 | 1 | 0 |
_aAnalyzing Financial Data and Implementing Financial Models Using R _cby Clifford S. Ang. |
| 250 | _aSecond edition 2021 | ||
| 264 | 1 |
_aCham _bSpringer International Publising _c2021 |
|
| 300 |
_a1 recurso en línea (XVI, 465 páginas) _b63 ilustraciones, 56 ilustraciones a color |
||
| 336 |
_2rdacontent _aTexto _btxt |
||
| 337 |
_2rdamedia _aelectrónico _bc |
||
| 338 |
_2rdacarrier _arecurso electrónico _bcr |
||
| 347 |
_aarchivo de texto _bPDF |
||
| 490 | 0 |
_aSpringer Texts in Business and Economics _x2192-4341 |
|
| 490 | 0 | _aComputer Science (SpringerNature-11645) | |
| 490 | 0 | _aComputer Science (R0) (SpringerNature-43710) | |
| 505 | 0 | _aChapter 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. | |
| 520 | 3 | _aThis 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. | |
| 988 | _aSpringer_Computer_2021 | ||
| 650 | 7 |
_2embne _9164496 _aR (Lenguaje de programación) |
|
| 776 | 0 | 8 |
_iPrinted edition: _z9783030641542 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783030641566 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783030641573 |
| 856 | 4 | 0 |
_uhttps://go.openathens.net/redirector/universidadeuropea.es?url=https://doi.org/10.1007/978-3-030-64155-9 _zAcceso a este recurso digital (usuarios Universidad Europea de Madrid) |
| 942 |
_2lcc _cLE |
||
| 998 |
_b01/2022 _dz _eh _zSI |
||