Mastering R for Quantitative Finance
By :
Mastering R for Quantitative Finance
By:
Overview of this book
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.
Table of Contents (15 chapters)
Preface
Free Chapter
1. Time Series Analysis
2. Factor Models
3. Forecasting Volume
4. Big Data – Advanced Analytics
5. FX Derivatives
6. Interest Rate Derivatives and Models
7. Exotic Options
8. Optimal Hedging
9. Fundamental Analysis
10. Technical Analysis, Neural Networks, and Logoptimal Portfolios
11. Asset and Liability Management
12. Capital Adequacy
13. Systemic Risks
Index
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