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Introduction to R for Quantitative Finance

You're reading from   Introduction to R for Quantitative Finance R is a statistical computing language that's ideal for answering quantitative finance questions. This book gives you both theory and practice, all in clear language with stacks of real-world examples. Ideal for R beginners or expert alike.

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Product type Paperback
Published in Nov 2013
Publisher Packt
ISBN-13 9781783280933
Length 164 pages
Edition 1st Edition
Languages
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Toc

Table of Contents (17) Chapters Close

Introduction to R for Quantitative Finance
Credits
About the Authors
About the Reviewers
www.PacktPub.com
Preface
1. Time Series Analysis FREE CHAPTER 2. Portfolio Optimization 3. Asset Pricing Models 4. Fixed Income Securities 5. Estimating the Term Structure of Interest Rates 6. Derivatives Pricing 7. Credit Risk Management 8. Extreme Value Theory 9. Financial Networks References Index

Summary


In this chapter, we have applied R to selected problems in time series analysis. We covered the different ways of representing time series data, used an ARMA model to forecast house prices, improved our basic minimum variance hedge ratio using a cointegration relationship, and employed a GARCH model for risk management purposes. In the next chapter, you'll learn how you can use R for constructing an optimal portfolio.

You have been reading a chapter from
Introduction to R for Quantitative Finance
Published in: Nov 2013
Publisher: Packt
ISBN-13: 9781783280933
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