Introduction to R for quantitative finance
Daróczi, Gergely
Introduction to R for quantitative finance - Birmingham ; Packt Publishing 2013 - 151 p.
Contiene: 1. Time series analysis.- 2. Portfolio optimization.- 3. Asset pricing models.- 4. Fixed income securities.- 5. Estimating the term structure of interest rates.- 6. Derivates pricing.- 7. Credit risk management.- 8. Extreme value theory.- 9. Financial networks.- References.
978-1-78328-093-3
Finanzas
QA/276.45/D37/2013
Introduction to R for quantitative finance - Birmingham ; Packt Publishing 2013 - 151 p.
Contiene: 1. Time series analysis.- 2. Portfolio optimization.- 3. Asset pricing models.- 4. Fixed income securities.- 5. Estimating the term structure of interest rates.- 6. Derivates pricing.- 7. Credit risk management.- 8. Extreme value theory.- 9. Financial networks.- References.
978-1-78328-093-3
Finanzas
QA/276.45/D37/2013