The Resource Mastering R for Quantitative Finance, Berlinger, Edina

Mastering R for Quantitative Finance, Berlinger, Edina

Label
Mastering R for Quantitative Finance
Title
Mastering R for Quantitative Finance
Statement of responsibility
Berlinger, Edina
Creator
Contributor
Author
Subject
Genre
Language
  • eng
  • eng
Summary
Use R to optimize your trading strategy and build up your own risk management system In Detail R is a powerful open source functional programming language that provides high level graphics and interfaces to other languages. Its strength lies in data analysis, graphics, visualization, and data manipulation. R is becoming a widely used modeling tool in science, engineering, and business. The book is organized as a step-by-step practical guide to using R. Starting with time series analysis, you will also learn how to forecast the volume for VWAP Trading. Among other topics, the book covers FX derivatives, interest rate derivatives, and optimal hedging. The last chapters provide an overview on liquidity risk management, risk measures, and more. The book pragmatically introduces both the quantitative finance concepts and their modeling in R, enabling you to build a tailor-made trading system on your own. By the end of the book, you will be well versed with various financial techniques using R and will be able to place good bets while making financial decisions. What You Will Learn Analyze high frequency financial data Build, calibrate, test, and implement theoretical models such as cointegration, VAR, GARCH, APT, Black-Scholes, Margrabe, logoptimal portfolios, core-periphery, and contagion Solve practical, real-world financial problems in R related to big data, discrete hedging, transaction costs, and more. Discover simulation techniques and apply them to situations where analytical formulas are not available Create a winning arbitrage, speculation, or hedging strategy customized to your risk preferences Understand relationships between market factors and their impact on your portfolio Assess the trade-off between accuracy and the cost of your trading strategy
http://library.link/vocab/creatorName
Berlinger, Edina
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Illés, Ferenc
  • Badics, Milán
  • Banai, Ádám
  • Daróczi, Gergely
  • Dömötör, Barbara
  • Gabler, Gergely
  • Havran, Dániel
  • Juhász, Péter
  • Margitai, István
  • Márkus, Balázs
  • Medvegyev, Péter
  • Molnár, Julia
  • Szűcs, Balázs
  • Tuza, Ágnes
  • Vadász, Tamás
  • Váradi, Kata
  • Vidovics-Dancs, Ágnes
  • O'Reilly Media Company
Label
Mastering R for Quantitative Finance, Berlinger, Edina
Link
https://databases.mvlc.org/connect/oreilly?ID=9781783552078
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Dimensions
unknown
Edition
1st edition
Extent
1 online resource (362 pages)
Form of item
online
Issuing body
Made available through: O'Reilly Media Company.
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(CaSebORM)9781783552078
System details
Mode of access: World Wide Web
Label
Mastering R for Quantitative Finance, Berlinger, Edina
Link
https://databases.mvlc.org/connect/oreilly?ID=9781783552078
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Dimensions
unknown
Edition
1st edition
Extent
1 online resource (362 pages)
Form of item
online
Issuing body
Made available through: O'Reilly Media Company.
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(CaSebORM)9781783552078
System details
Mode of access: World Wide Web

Library Locations

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