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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 focused on financial networks and used the igraph package of R, which provided effective tools for network simulation, manipulation, visualization, and analysis. We learned how to read in network data and how to explore the network's basic properties. We discovered that our illustrative market data exhibited significant structural changes due to the crisis. In the final part we showed a simple method of finding systematically important players within the network.

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