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