Basic R for Finance
Diethelm Würtz, Yohan Chalabi, Longhow Lam, Andrew Ellis, "Basic R for Finance"
2010 | ebook | ISBN: 9783906041025 | 293 pages | PDF | 3 MB
2010 | ebook | ISBN: 9783906041025 | 293 pages | PDF | 3 MB
This is an introductory book about the rapid model prototyping language R. It is especially suited to programmers and researcher in finance and insurance. What sets this book apart from all the other introductory R books is the number of examples from computational finance and financial engineering. Part 1 to 4 give an introduction to the R language and environment: Computations, programming, plotting, statistics and inference. Part 5 to 8 are dedicated to case studies: Utility functions, asset management, option valuation and portfolio design.