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Analyzing Financial Data and Implementing Financial Models Using R

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 suc...

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Main Author: Ang, Clifford S. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Springer Texts in Business and Economics,
Subjects:
Finance.
Econometrics.
Macroeconomics.
Statistics .
Finance, general.
Macroeconomics/Monetary Economics//Financial Economics.
Statistics and Computing/Statistics Programs.
Online Access:https://doi.org/10.1007/978-3-319-14075-9
Table of Contents:
  • 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.

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