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Analyzing Financial Data and Implementing Financial Models Using R: Springer Texts in Business and Economics

Autor Clifford S. Ang
en Limba Engleză Paperback – 25 iun 2022
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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Specificații

ISBN-13: 9783030641573
ISBN-10: 3030641570
Pagini: 465
Ilustrații: XVI, 465 p. 63 illus., 56 illus. in color.
Dimensiuni: 155 x 235 x 28 mm
Greutate: 0.67 kg
Ediția:2nd ed. 2021
Editura: Springer International Publishing
Colecția Springer
Seria Springer Texts in Business and Economics

Locul publicării:Cham, Switzerland

Cuprins

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.

Notă biografică

Clifford Ang is an Executive Vice President in the Oakland, CA and Chicago, IL offices of Compass Lexecon, where he specializes in valuing businesses & hard-to-value assets and analyzing complex financial statement issues. He has worked on hundreds of engagements involving firms across a broad-spectrum of industries concerning a wide-range of financial and economic issues, such as appraisals, complex asset pricing, solvency, lost profits, market efficiency, loss causation, and damages. Ang also teaches equity and bond valuation courses in DataCamp, an interactive learning platform for data science.


Textul de pe ultima copertă

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.

Caracteristici

Features new chapters on equities, simulation and trading strategies Provides updated discussions and revised examples Guides students step-by-step through the modeling process and reports intermediate output Instructs students to analyze financial data and implement financial models using R using real-world data

Recenzii

“This book is aimed at students in finance and economics who are beginners to the R statistical programming language. … We recommend the book for its intended audience, plus perhaps personal investors who want to experiment in R with portfolio optimization and simulation studies of likely ranges of securities.” (Lauren Burr and Tom Burr, Technometrics, Vol. 58 (2), April, 2016)