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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 2. Factor Models FREE CHAPTER 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

References


  • Brealey, Richard – Myers, Stewart – Marcus, Alan (2011): Fundamentals of Corporate Finance, McGraw-Hill/Irwin; 7th edition

  • Ross, Stephen – Westerfield, Randolph – Jordan, Bradford D. (2009): Fundamentals of Corporate Finance Standard Edition McGraw-Hill/Irwin; 9th edition

  • Koller, Tim – Goedhart, Marc – Wessels, David (2010): Valuation, Measuring and managing the value of companies, 5th edition, John Wiley & Sons, New York

  • Damodaran, Aswath (2002): Investment Valuation, Tools and Techniques for Determining the Value of Any Asset, John Wiley & Sons, Inc., New York

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