國立高雄大學圖資館 |

Language: English

Back

Analyzing financial data and impleme...

Ang, Clifford S.

Analyzing financial data and implementing financial models using R

Record Type:	Electronic resources : Monograph/item
Title/Author:	Analyzing financial data and implementing financial models using Rby Clifford S. Ang.
Author:	Ang, Clifford S.
Published:	Cham :Springer International Publishing :2015.
Description:	xvi, 351 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	FinanceMathematical models.
Online resource:	http://dx.doi.org/10.1007/978-3-319-14075-9
ISBN:	9783319140759 (electronic bk.)

Analyzing financial data and implementing financial models using R
Ang, Clifford S.

Analyzing financial data and implementing financial models using R[electronic resource] /by Clifford S. Ang. - Cham :Springer International Publishing :2015. - xvi, 351 p. :ill., digital ;24 cm. - Springer texts in business and economics,2192-4333. - Springer texts in business and economics..

Chapter 1 Prices -- Chapter 2 Individual Security Returns -- Chapter 3 Portfolio Returns -- Chapter 4 Risk -- Chapter 5 Factor Models -- Chapter 6 Risk-Adjusted Portfolio Performance Measures -- Chapter 7 Markowitz Mean-Variance Optimization -- Chapter 8 Fixed Income -- Chapter 9 Options -- Appendix A Getting Started with R. Appendix B Constructing a Hypothetical Portfolio.

This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate such data, implement the models, and generate typical output expected for a particular analysis. This text aims to overcome several common obstacles in teaching financial modeling. First, most texts do not provide students with enough information to allow them to implement models from start to finish. In this book, we walk through each step in relatively more detail and show intermediate R output to help students make sure they are implementing the analyses correctly. Second, most books deal with sanitized or clean data that have been organized to suit a particular analysis. Consequently, many students do not know how to deal with real-world data or know how to apply simple data manipulation techniques to get the real-world data into a usable form. This book will expose students to the notion of data checking and make them aware of problems that exist when using real-world data. Third, most classes or texts use expensive commercial software or toolboxes. In this text, we use R to analyze financial data and implement models. R and the accompanying packages used in the text are freely available; therefore, any code or models we implement do not require any additional expenditure on the part of the student. Demonstrating rigorous techniques applied to real-world data, this text covers a wide spectrum of timely and practical issues in financial modeling, including return and risk measurement, portfolio management, options pricing, and fixed income analysis.

ISBN: 9783319140759 (electronic bk.)

Standard No.: 10.1007/978-3-319-14075-9doiSubjects--Topical Terms:

183782
Finance
--Mathematical models.

LC Class. No.: HG106

Dewey Class. No.: 332

Analyzing financial data and implementing financial models using R
LDR:03219nmm a2200349 a 4500 001 465432
003 DE-He213
005 20151105114700.0
006 m d
007 cr nn 008maaau
008 151222s2015 gw s 0 eng d
020 $a 9783319140759 (electronic bk.)
020 $a 9783319140742 (paper)
024 7 $a 10.1007/978-3-319-14075-9 $2 doi
035 $a 978-3-319-14075-9
040 $a GP $c GP
041 0 $a eng
050 4 $a HG106
072 7 $a KFF $2 bicssc
072 7 $a KFFK $2 bicssc
072 7 $a BUS027000 $2 bisacsh
072 7 $a BUS004000 $2 bisacsh
082 0 4 $a 332 $2 23
090 $a HG106 $b .A581 2015
100 1 $a Ang, Clifford S. $3 719162
245 1 0 $a Analyzing financial data and implementing financial models using R $h [electronic resource] / $c by Clifford S. Ang.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a xvi, 351 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer texts in business and economics, $x 2192-4333
505 0 $a Chapter 1 Prices -- Chapter 2 Individual Security Returns -- Chapter 3 Portfolio Returns -- Chapter 4 Risk -- Chapter 5 Factor Models -- Chapter 6 Risk-Adjusted Portfolio Performance Measures -- Chapter 7 Markowitz Mean-Variance Optimization -- Chapter 8 Fixed Income -- Chapter 9 Options -- Appendix A Getting Started with R. Appendix B Constructing a Hypothetical Portfolio.
520 $a This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate such data, implement the models, and generate typical output expected for a particular analysis. This text aims to overcome several common obstacles in teaching financial modeling. First, most texts do not provide students with enough information to allow them to implement models from start to finish. In this book, we walk through each step in relatively more detail and show intermediate R output to help students make sure they are implementing the analyses correctly. Second, most books deal with sanitized or clean data that have been organized to suit a particular analysis. Consequently, many students do not know how to deal with real-world data or know how to apply simple data manipulation techniques to get the real-world data into a usable form. This book will expose students to the notion of data checking and make them aware of problems that exist when using real-world data. Third, most classes or texts use expensive commercial software or toolboxes. In this text, we use R to analyze financial data and implement models. R and the accompanying packages used in the text are freely available; therefore, any code or models we implement do not require any additional expenditure on the part of the student. Demonstrating rigorous techniques applied to real-world data, this text covers a wide spectrum of timely and practical issues in financial modeling, including return and risk measurement, portfolio management, options pricing, and fixed income analysis.
650 0 $a Finance $x Mathematical models. $3 183782
650 0 $a Mathematical statistics. $3 181877
650 0 $a R (Computer program language) $3 210846
650 1 4 $a Economics/Management Science. $3 273684
650 2 4 $a Finance/Investment/Banking. $3 511434
650 2 4 $a Econometrics. $3 182271
650 2 4 $a Financial Economics. $3 274377
650 2 4 $a Statistics and Computing/Statistics Programs. $3 275710
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Springer texts in business and economics. $3 557968
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-14075-9
950 $a Business and Economics (Springer-11643)