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Learning Quantitative Finance with R

You're reading from Learning Quantitative Finance with R

Product type Book

Published in Mar 2017

Publisher Packt

ISBN-13 9781786462411

Pages 284 pages

Edition 1st Edition

Languages

Concepts

Financial Technology

Authors (2):

Dr. Param Jeet

PRASHANT VATS

View More author details

Table of Contents (16) Chapters

Learning Quantitative Finance with R

Credits

About the Authors

About the Reviewer

www.PacktPub.com

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Preface

1. Introduction to R

2. Statistical Modeling

3. Econometric and Wavelet Analysis

4. Time Series Modeling

5. Algorithmic Trading

6. Trading Using Machine Learning

7. Risk Management

8. Optimization

9. Derivative Pricing

Summary

Now let us recap what we have learned so far in this chapter:

How it is very important for analysts pursuing their career in financial analytics to learn R
Installation of R and its packages
The basic objects in R are character, numeric, integer, complex, and logical
Commonly used data types in R are lists, matrices, arrays, factors, and DataFrames
Reading files from external data files such as CSV and XLSX, and particularly from online sources and databases in R
Writing files to CSV and XLSX from R
Writing different types of expression, such as constant, arithmetic, logical, symbols, assignments, and so on
Write user-defined functions
Ways of calling of user defined functions and inbuilt functions
Running R programs from the console window and by sourcing saved files
The use of conditional decision-making by using if and else statements
The use of loops such as for and while

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Learning Quantitative Finance with R

Published in: Mar 2017 Publisher: Packt ISBN-13: 9781786462411

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Authors (2)

Dr. Param Jeet

Dr. Param Jeet is a Ph.D. in mathematics from one of India's leading technological institute in Madras (IITM), India. Dr. Param Jeet has a couple of mathematical research papers published in various international journals. Dr. Param Jeet has been into the analytics industry for the last few years and has worked with various leading multinational companies as well as consulted few of companies as a data scientist.

See other products by Dr. Param Jeet

PRASHANT VATS

Prashant Vats is a masters in mathematics from one of India's leading technological institute, IIT Mumbai. Prashant has been into analytics industry for more than 10 years and has worked with various leading multinational companies as well as consulted few of companies as data scientist across several domain.

See other products by PRASHANT VATS

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