000 01845cam a2200301zu 4500
001 88852839
003 FRCYB88852839
005 20250107224825.0
006 m o d
007 cr un
008 250107s2015 fr | o|||||0|0|||eng d
020 _a9781783552078
035 _aFRCYB88852839
040 _aFR-PaCSA
_ben
_c
_erda
100 1 _aBerlinger, Edina
245 0 1 _aMastering R for Quantitative Finance
_c['Berlinger, Edina', 'Illes, Ferenc', 'Badics, Milan']
264 1 _bPackt Publishing
_c2015
300 _a p.
336 _btxt
_2rdacontent
337 _bc
_2rdamdedia
338 _bc
_2rdacarrier
650 0 _a
700 0 _aBerlinger, Edina
700 0 _aIlles, Ferenc
700 0 _aBadics, Milan
856 4 0 _2Cyberlibris
_uhttps://international.scholarvox.com/netsen/book/88852839
_qtext/html
_a
520 _aR is a powerful open source functional programming language that provides high level graphics and interfaces to other languages. Its strength lies in data analysis, graphics, visualization, and data manipulation. R is becoming a widely used modeling tool in science, engineering, and business.The book is organized as a step-by-step practical guide to using R. Starting with time series analysis, you will also learn how to forecast the volume for VWAP Trading. Among other topics, the book covers FX derivatives, interest rate derivatives, and optimal hedging. The last chapters provide an overview on liquidity risk management, risk measures, and more.The book pragmatically introduces both the quantitative finance concepts and their modeling in R, enabling you to build a tailor-made trading system on your own. By the end of the book, you will be well versed with various financial techniques using R and will be able to place good bets while making financial decisions.
999 _c69117
_d69117