E-Book, Englisch, 258 Seiten
Yoshikawa / Ohsaki / Ruppert-Felsot R Programming and its Applications in Financial Mathematics
1. Auflage 2017
ISBN: 978-1-4987-6610-4
Verlag: CRC Press
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
E-Book, Englisch, 258 Seiten
ISBN: 978-1-4987-6610-4
Verlag: CRC Press
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
This book provides various calculation methods for financial mathematics utilizing R programming, and includes basic finance theories and statistical analysis. R programming offers simple methods for easily analyzing financial data and provides various numerical applications. In addition to the ample applications of R programming provided, the book delivers simple descriptions to assist readers in the immediate application of the methods to financial data.
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Simple Numerical Examples on R. Statistical Analysis with R. Time Series Analysis with R. Portfolio Theory: CAPM. Interest Rate Swap and Discount Factor. Tree Model. Black-Scholes Formula. Monte Carlo Simulation. Parameter Estimation with R. Derivative Pricing with Partial Differential Equation. Extended Applications of Numerical Methods: American Option.