Introduction to R for quantitative finance
Material type:
- 978-1-78328-093-3
- QA/276.45/D37/2013
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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.
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