| 000 | 00000cam u2200205 a 4500 | |
| 001 | 000045940123 | |
| 005 | 20180424150521 | |
| 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 |
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
