000 | 02358nam a22003498i 4500 | ||
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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 |
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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. |
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300 |
_a1 online resource (xvi, 377 pages) : _bdigital, PDF file(s). |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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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. |
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650 | 0 |
_aFinance _xDatabases. |
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650 | 0 | _aR (Computer program language) | |
700 | 1 |
_aHugen, Dirk L., _eauthor. |
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776 | 0 | 8 |
_iPrint version: _z9781107150751 |
856 | 4 | 0 | _uhttps://doi.org/10.1017/CBO9781316584460 |
999 |
_c515763 _d515761 |