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Financial analytics with R : building a laptop laboratory for data science

Financial analytics with R : building a laptop laboratory for data science

Material type
단행본
Personal Author
Bennett, Mark J. (Mark Joseph), 1959-. Hugen, Dirk L.
Title Statement
Financial analytics with R : building a laptop laboratory for data science / Mark J. Bennett, University of Chicago, Dirk L. Hugen, University of Iowa.
Publication, Distribution, etc
Cambridge, UK :   Cambridge University Press,   c2016.  
Physical Medium
xvi, 377 p. : ill. (some col.) ; 26 cm.
ISBN
9781107150751
Bibliography, Etc. Note
Includes bibliographical references (p. 372-375) and index.
Subject Added Entry-Topical Term
Finance --Mathematical models --Data processing. Finance --Databases.
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001 000045940123
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008 180424s2016 enka b 001 0 eng d
010 ▼a 2016026635
020 ▼a 9781107150751
035 ▼a (KERIS)REF000018141362
040 ▼a DLC ▼b eng ▼c DLC ▼e rda ▼d DLC ▼d 211009
050 0 0 ▼a HG104 ▼b .B46 2016
082 0 0 ▼a 332.0285/513 ▼2 23
084 ▼a 332.0285513 ▼2 DDCK
090 ▼a 332.0285513 ▼b B472f
100 1 ▼a Bennett, Mark J. (Mark Joseph), ▼d 1959-.
245 1 0 ▼a Financial analytics with R : ▼b building a laptop laboratory for data science / ▼c Mark J. Bennett, University of Chicago, Dirk L. Hugen, University of Iowa.
260 ▼a Cambridge, UK : ▼b Cambridge University Press, ▼c c2016.
300 ▼a xvi, 377 p. : ▼b ill. (some col.) ; ▼c 26 cm.
504 ▼a Includes bibliographical references (p. 372-375) and index.
630 0 0 ▼a R (Computer program language).
650 0 ▼a Finance ▼x Mathematical models ▼x Data processing.
650 0 ▼a Finance ▼x Databases.
700 1 ▼a Hugen, Dirk L.
945 ▼a KLPA

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.0285513 B472f Accession No. 121244318 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

Section	Section Description	Page Number
Preface	
Acknowledgements	
1	Analytical thinking	
2	The R language for statistical computing	
3	Financial statistics	
4	Financial securities	
5	Dataset analytics and risk measurement	
6	Time series analysis	
7	The Sharpe ratio	
8	Markowitz mean-variance optimization	
9	Cluster analysis	
10	Gauging the market sentiment	
11	Simulating trading strategies	
12	Data mining using fundamentals	
13	Prediction using fundamentals	
14	Binomial model for options	
15	Black-Scholes model and option implied volatility	
Appendix: Probability distributions and statistical analysis	
Index

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