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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 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

  • Bessis, Joel (2011): Risk management in banking, John Wiley & Sons.
  • Choudhry, Moorad (2011): Bank asset and liability management: strategy, trading, analysis, John Wiley & Sons.
  • Matz, Leonard and Neu, Peter (2006): Liquidity risk measurement and management: A practitioner's guide to global best practices, John Wiley & Sons.
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