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Learning Quantitative Finance with R

You're reading from Learning Quantitative Finance with R Implement machine learning, time-series analysis, algorithmic trading and more

Product type Paperback

Published in Mar 2017

Publisher Packt

ISBN-13 9781786462411

Length 284 pages

Edition 1st Edition

Languages

R

Concepts

Financial Technology

Authors (2):

PRASHANT VATS

Dr. Param Jeet

View More author details

Table of Contents (10) Chapters

Preface

1. Introduction to R

2. Statistical Modeling FREE CHAPTER

3. Econometric and Wavelet Analysis

4. Time Series Modeling

5. Algorithmic Trading

6. Trading Using Machine Learning

7. Risk Management

8. Optimization

9. Derivative Pricing

Basel regulation

The main goal for the Basel Committee on Banking Supervision is to improve understanding of key supervisory issues to set a healthy banking supervision worldwide. Its main objective is to develop regulatory frameworks in order to improve banking systems. Currently, Basel III has been developed to meet the deficiencies in financial regulations exposed during the financial crisis of 2007-2008. Basel III is a global voluntary regulatory framework on bank capital adequacy, stress testing, and market liquidity risk. It is assumed to strengthen bank capital requirements by decreasing bank leverage and increasing bank liquidity. The objective of implementing Basel III is to make the banking sector more robust so that it can absorb shocks arising from financial and economic stress, improve risk management and governance, and strengthen banks' transparency and disclosures.

The R community has developed a library, SACCR, keeping in mind the regulations of Basel III. This library has...

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Authors (2)

Jeet

Jeet

Dr. Param Jeet is a Ph.D. in mathematics from one of India's leading technological institute in Madras (IITM), India. Dr. Param Jeet has a couple of mathematical research papers published in various international journals. Dr. Param Jeet has been into the analytics industry for the last few years and has worked with various leading multinational companies as well as consulted few of companies as a data scientist.

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PRASHANT VATS

PRASHANT VATS

Prashant Vats is a masters in mathematics from one of India's leading technological institute, IIT Mumbai. Prashant has been into analytics industry for more than 10 years and has worked with various leading multinational companies as well as consulted few of companies as data scientist across several domain.

See other products by PRASHANT VATS

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