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Mastering R for Quantitative Finance

You're reading from   Mastering R for Quantitative Finance Use R to optimize your trading strategy and build up your own risk management system

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Product type Paperback
Published in Mar 2015
Publisher
ISBN-13 9781783552078
Length 362 pages
Edition 1st Edition
Languages
Tools
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Toc

Table of Contents (15) Chapters Close

Preface 1. Time Series Analysis FREE CHAPTER 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

Who this book is for

This book is targeted to readers who are familiar with the basic financial concepts and who have some programming skills. However, even if you know the basics of Quantitative Finance, or you already have some programming experience in R, this book provides you with new revelations. In case you are already an expert in one of the topics, this book will get you up and running quickly in the other. However, if you wish to take up the rhythm of the chapters perfectly, you need to be on an intermediate level in Quantitative Finance, and you also need to have a reasonable knowledge in R. Both of these skills can be attained from the first volume of the sequel: Introduction to R for Quantitative Finance.

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