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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 2. Portfolio Optimization FREE CHAPTER 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

Asset pricing


  • Z. Bodie, A. Kane, and A. Marcus (2004), Investments, Edition 6, McGraw-Hill Irwin.

  • J. H. Cochrane (2005), Asset pricing, Princeton University Press, New Jersey.

  • J. Lintner (1965), Security Prices, Risk, and Maximal Gains from Diversification, Journal of Finance 20, No. 4, 587-615.

  • J. Lintner (1965), The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budget, Review of Economics and Statistics 47, No. 1, 13-37.

  • P. Medvegyev and J. Száz (2010), A meglepetések jellege a pénzügyi piacokon. Bankárképző, Budapest.

  • M. Miller and M. Scholes (1972), Rates of Return in Relation to Risk: A Re-examination of Some Recent Findings, in: Studies in the Theory of Capital Markets, New York, Praeger, 47-78.

  • S. A. Ross (1976), Return, Risk and Arbitrage, in: Risk and Return in Finance, Cambridge, Mass, Ballinger.

  • W. F. Sharpe (1964), Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk, Journal of Finance 19, No. 3, 425-442.

  • P. Wilmott (2007), Paul Wilmott Introduces Quantitative Finance, Edition 2, John Wiley & Sons Ltd, West Sussex.

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