Analyzing Financial Data and Implementing Financial Models Using R (Record no. 178178)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03129nam a22005655i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-030-64155-9 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240423125447.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210623s2021 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783030641559 |
| -- | 978-3-030-64155-9 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-030-64155-9 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HD61 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KJM |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | GPQD |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS027020 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KJM |
| Source | thema |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | GPQD |
| Source | thema |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.155 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ang, Clifford S. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | Analyzing Financial Data and Implementing Financial Models Using R |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by Clifford S. Ang. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. 2021. |
| 264 #1 - | |
| -- | Cham : |
| -- | Springer International Publishing : |
| -- | Imprint: Springer, |
| -- | 2021. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XVI, 465 p. 63 illus., 56 illus. in color. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Springer Texts in Business and Economics, |
| International Standard Serial Number | 2192-4341 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This advanced undergraduate/graduate textbook teaches students in finance and economics how to use R to analyse financial data and implement financial models. It demonstrates how to take publically available data and manipulate, implement models and generate outputs typical for particular analyses. A wide spectrum of timely and practical issues in financial modelling are covered including return and risk measurement, portfolio management, option pricing and fixed income analysis. This new edition updates and expands upon the existing material providing updated examples and new chapters on equities, simulation and trading strategies, including machine learnings techniques. Select data sets are available online. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial risk management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Social sciences |
| General subdivision | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics . |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk Management. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics in Business, Economics and Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics in Business, Management, Economics, Finance, Insurance. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer Nature eBook |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783030641542 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783030641566 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783030641573 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Springer Texts in Business and Economics, |
| -- | 2192-4341 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-030-64155-9">https://doi.org/10.1007/978-3-030-64155-9</a> |
| 912 ## - | |
| -- | ZDB-2-SCS |
| 912 ## - | |
| -- | ZDB-2-SXCS |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks-CSE-Springer |
No items available.