000 02358nam a22003498i 4500
001 CR9781316584460
003 UkCbUP
005 20200124160210.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 150914s2016||||enk o ||1 0|eng|d
020 _a9781316584460 (ebook)
020 _z9781107150751 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aHG104
_b.B46 2016
082 0 0 _a332.0285/513
_223
100 1 _aBennett, Mark J.
_q(Mark Joseph),
_d1959-
_eauthor.
245 1 0 _aFinancial analytics with R :
_bbuilding a laptop laboratory for data science /
_cMark J. Bennett, University of Chicago, Dirk L. Hugen, University of Iowa.
264 1 _aCambridge :
_bCambridge University Press,
_c2016.
300 _a1 online resource (xvi, 377 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
500 _aTitle from publisher's bibliographic system (viewed on 27 Oct 2016).
520 _aAre 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. 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 data science students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.
650 0 _aFinance
_xMathematical models
_xData processing.
650 0 _aFinance
_xDatabases.
650 0 _aR (Computer program language)
700 1 _aHugen, Dirk L.,
_eauthor.
776 0 8 _iPrint version:
_z9781107150751
856 4 0 _uhttps://doi.org/10.1017/CBO9781316584460
999 _c515763
_d515761