仅支持付费会员使用
微信扫码开通付费会员
Learning Quantitative Finance with R
Dr. Param Jeet Prashant Vats
微信读书推荐值 0%
待评分
0人点评
推荐
一般
不行
推荐(0)
一般(0)
不行(0)
阅读
31人
体验卡可读
字数
27.3万字
微信读书推荐值 0%
待评分
0人点评
推荐
一般
不行
推荐(0)
一般(0)
不行(0)
阅读
31人
体验卡可读
字数
27.3万字
Learning Quantitative Finance with RDr. Param Jeet Prashant Vats
If you want to learn how to use R to build quantitative finance models with ease, this book is for you. Analysts who want to learn R to solve their quantitative finance problems will also find this book useful. Some understanding of the basic financial concepts will be useful, though prior knowledge of R is not required.
If you want to learn how to use R to build quantitative finance models with ease, this book is for you. Analysts who want to learn R to solve their quantitative finance problems will also find this book useful. Some understanding of the basic financial concepts will be useful, though prior knowledge of R is not required.
简介
If you want to learn how to use R to build quantitative finance models with ease, this book is for you. Analysts who want to learn R to solve their quantitative finance problems will also find this book useful. Some understanding of the basic financial concepts will be useful, though prior knowledge of R is not required.
版权
出版社Packt Publishing
出版时间2017年3月
字数272,951
分类科学技术-工业技术
试读结束
本书为免费体验卡可读
登录后获得专属福利 · 百万好书免费读
热门想法
复制
划线
写想法
查询
书友想法
评论
赞
0
暂无评论
发 表
回复
赞
评论详情
发 表
写想法
公开
确定删除吗？
取 消
删 除
想法 · 0
写想法
书友想法
评论
0
赞
0
暂无评论
发 表
回复
赞
评论详情
发 表
写想法
公开
查询
继续提问
Generated by AI
写想法
公开
字号大小
字体
翻译完成
切 换
译文
目录
Ai 问书
笔记
开启书友想法
上下滚动阅读
字号
浅色
Learning Quantitative Finance with R
Dr. Param Jeet Prashant Vats
- 扉页
- 版权信息+书签
- Credits
- About the Authors
- About the Reviewer
- www.PacktPub.com
- Customer Feedback
- Preface
- Chapter 1. Introduction to R
- The need for R
- How to download/install R
- How to install packages
- Data types
- Importing and exporting different data types
- How to write code expressions
- Functions
- Loops (for, while, if, and if...else)
- Loop control statements
- Questions
- Summary
- Chapter 2. Statistical Modeling
- Probability distributions
- Sampling
- Statistics
- Correlation
- Hypothesis testing
- Parameter estimates
- Outlier detection
- Standardization
- Normalization
- Questions
- Summary
- Chapter 3. Econometric and Wavelet Analysis
- Simple linear regression
- Multivariate linear regression
- Multicollinearity
- ANOVA
- Feature selection
- Stepwise variable selection
- Ranking of variables
- Wavelet analysis
- Fast Fourier transformation
- Hilbert transformation
- Questions
- Summary
- Chapter 4. Time Series Modeling
- General time series
- Converting data to time series
- zoo
- xts
- Linear filters
- AR
- MA
- ARIMA
- GARCH
- EGARCH
- VGARCH
- Dynamic conditional correlation
- Questions
- Summary
- Chapter 5. Algorithmic Trading
- Momentum or directional trading
- Capital asset pricing model
- Multi factor model
- Portfolio construction
- Questions
- Summary
- Chapter 6. Trading Using Machine Learning
- Logistic regression neural network
- Neural network
- Deep neural network
- K means algorithm
- K nearest neighborhood
- Support vector machine
- Decision tree
- Random forest
- Questions
- Summary
- Chapter 7. Risk Management
- Market risk
- Portfolio risk
- VaR
- Monte Carlo simulation
- Hedging
- Basel regulation
- Credit risk
- Fraud detection
- Liability management
- Questions
- Summary
- Chapter 8. Optimization
- Dynamic rebalancing
- Walk forward testing
- Grid testing
- Genetic algorithm
- Questions
- Summary
- Chapter 9. Derivative Pricing
- Option pricing
- Implied volatility
- Bond pricing
- Credit spread
- Credit default swaps
- Interest rate derivatives
- Exotic options
- Questions
- Summary
Learning Quantitative Finance with R
已读到0% · 共0条笔记
你可以在这里记录本书的
想法、划线、书签
想法、划线、书签
点评此书
点评此书
推荐
一般
不行
公开
书友想法
评论
0
赞
0
暂无评论
发 表
回复
赞
评论详情
发 表
确定删除吗？
取 消
删 除
《Learning Quantitative Finance with R》
仅支持付费会员使用
仅支持付费会员使用
微信扫码开通付费会员