Practical Quantitative Finance with R : Solving Real-World Problems with R for Quant Analysts and Individual Traders

Language: English

Published by Ji-Hai Xu Aug 2016, 2016

0979372577 / 9780979372575

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - The book 'Practical Quantitative Finance with R - Solving Real-World Problems with R for Quant Analysts and Individual Traders' provides a complete explanation of R programming in quantitative finance. It demonstrates how to prototype quant models and backtest trading strategies. It pays special attention to creating business applications and reusable R libraries that can be directly used to solve real-world problems in quantitative finance. The book contains: a) Overview of R programming, user-defined functions, and R packages, which is necessary to create finance applications. b) Step-by-step approaches to create a variety of 2D/3D charts, stock charts, and technical indicators with the basic R and custom R packages. c) Introduction to free market data retrieval from online data sources using R. These market data include EOD, real-time intraday, interest rate, foreign exchange rate, and option-chain data. d) Detailed procedures to price equity options and fixed-income instruments, including European/American/Barrier options, bonds, and CDS, as well as related topics such as cash flows, term structures, yield curves, discount factors, and zero-coupon bonds. e) Introduction to linear analysis, time series analysis, and machine learning in finance, which covers linear regression, PCA, ARIMA, GARCH, KNN, random forest, SVM, and neural networks. f) In-depth descriptions of trading strategy development and backtesting, including strategies for single stock trading, stock pairs trading, and trading for multi-asset portfolios. g) Introduction to portfolio optimization based on the mean-variance and mean-CVaR methods.

Seller Inventory # 9780979372575

Title
Practical Quantitative Finance with R : Solving Real-World Problems with R for Quant Analysts and Individual Traders
Author
Jack Xu
Publisher
Ji-Hai Xu Aug 2016
Publication year
2016
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0979372577
ISBN 13
9780979372575
Item weight
717 grams
Dimensions
235x191x22 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item5 to 7 business days7 to 10 business days
First itemUS$ 35.46US$ 35.46
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