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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

  • E.F. Fama, and K.R. French (1996), Multifactor Explanations of asset Pricing Anomalies, Journal of Finance 51, pp. 55-84
  • Z. Bodie, A. Kane, and A. Marcus (2008), Essentials of Investment, Edition 7, McGraw-Hill Irwin
  • P. Medvegyev, and J. Száz (2010), A meglepetések jellege a pénzügyi piacokon, Bankárképző, Budapest
  • P. Wilmott (2007), Paul Wilmott Introduces Quantitative Finance, Edition 2, John Wiley & Sons Ltd, West Sussex
  • G. Daróczi, M. Puhle, E. Berlinger, P. Csóka, D. Havran, M, Michaletzky, Zs. Tulassay, K. Váradi and A. Vidovics-Dancs (2013), Introduction to R for Quantitative Finance, Packt Publishing, Birmingham-Mumbai
  • S.A. Ross (1976), Return, Risk and Arbitrage: in: Risk and Return in Finance, Cambridge, Mass, Ballinger
  • Gy .Walter, E. Berlinger (1999), Faktormodellek az értékpapírpiacokon (Factormodels on securities' markets), Bankszemle, 43(4), pp. 34-43. ISSN 0133-0519
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