Analyzing financial data and implementing financial models using R. (2015)

• Record Type: Book
• Further Information: Note: Clifford S. Ang.
• Authors: Ang, Clifford S
• 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.
• Publisher Details: Cham : Springer
• Publication Date: 2015
• Extent: 1 online resource (xvi, 351 pages), illustrations
• Subjects: 332; Finance; Finance -- Mathematical models; Mathematical statistics; R (Computer program language); Finance -- Mathematical models; Mathematical statistics; R (Computer program language); Finance; Business & Economics; Finance - General; Banking; Investment & Speculation; Finance; Finance, general; Econometrics; Macroeconomics/Monetary Economics//Financial Economics; Statistics and Computing/Statistics Programs; Business & Economics -- Econometrics; Business & Economics -- Economics -- Macroeconomics; Computers -- Mathematical & Statistical Software; Econometrics; Macroeconomics; Mathematical & statistical software; Econometrics; Macroeconomics; Business & Economics -- Finance; Finance; Electronic books
• Languages: English
• ISBNs: 9783319140759; 3319140752; 3319140744; 9783319140742
• Related ISBNs: 9783319140742
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed April 15, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.