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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
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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

References


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  • Berlinger, E., M. Michaletzky and M. Szenes (2011): A fedezetlen bankközi forintpiac hálózati dinamikájának vizsgálata a likviditási válság előtt és után (Network dynamics of unsecured interbank HUF markets before and after the liquidity crisis). Közgazdasági Szemle, Vol LVIII. No. 3

  • Billio, Monica, Mila Getmansky, Dale Gray, Andrew W. Lo, Robert C. Merton and Loriana Pelizzon: Sovereign, Bank, and Insurance Credit Spreads: Connectedness and System Networks, Mimeo, 2013

  • BIS (2011): Global systemically important banks: assessment methodology and the additional loss absorbency requirement, Rules text November 2011

  • Borgatti, Stephen, and Martin Everett (1999): Models of core/periphery structures, Social Networks 21

  • Bron, Coen and Kerbosch, Joep (1973): Algorithm 457: finding all cliques of an undirected graph, Communications...

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