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Financial Analytics with R

Building a Laptop Laboratory for Data Science

Language EnglishEnglish
Book Hardback
Book Financial Analytics with R Mark J. Bennett
Libristo code: 02977540
Publishers Cambridge University Press, October 2016
Are you innately curious about dynamically inter-operating financial markets? Since the crisis of 20... Full description
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Are you innately curious about dynamically inter-operating financial markets? Since the crisis of 2008, there is a need for professionals with more understanding about statistics and data analysis, who can discuss the various risk metrics, particularly those involving extreme events. By providing a resource for training students and professionals in basic and sophisticated analytics, this book meets that need. It offers both the intuition and basic vocabulary as a step towards the financial, statistical, and algorithmic knowledge required to resolve the industry problems, and it depicts a systematic way of developing analytical programs for finance in the statistical language R for data science students and professionals. Build a hands-on laboratory and run many simulations. Explore the analytical fringes of investments and risk management. Bennett and Hugen help profit-seeking investors and analytics students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.

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About the book

Full name Financial Analytics with R
Language English
Binding Book - Hardback
Date of issue 2016
Number of pages 392
EAN 9781107150751
ISBN 1107150752
Libristo code 02977540
Weight 914
Dimensions 255 x 183 x 23
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