| 000 | 03129nam a22005655i 4500 | ||
|---|---|---|---|
| 001 | 978-3-030-64155-9 | ||
| 003 | DE-He213 | ||
| 005 | 20240423125447.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 210623s2021 sz | s |||| 0|eng d | ||
| 020 |
_a9783030641559 _9978-3-030-64155-9 |
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| 024 | 7 |
_a10.1007/978-3-030-64155-9 _2doi |
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| 050 | 4 | _aHD61 | |
| 072 | 7 |
_aKJM _2bicssc |
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| 072 | 7 |
_aGPQD _2bicssc |
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| 072 | 7 |
_aBUS027020 _2bisacsh |
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| 072 | 7 |
_aKJM _2thema |
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_aGPQD _2thema |
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| 082 | 0 | 4 |
_a658.155 _223 |
| 100 | 1 |
_aAng, Clifford S. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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| 245 | 1 | 0 |
_aAnalyzing Financial Data and Implementing Financial Models Using R _h[electronic resource] / _cby Clifford S. Ang. |
| 250 | _a2nd ed. 2021. | ||
| 264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2021. |
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| 300 |
_aXVI, 465 p. 63 illus., 56 illus. in color. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aSpringer Texts in Business and Economics, _x2192-4341 |
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| 505 | 0 | _aChapter 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 | _aThis 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 | _aFinancial risk management. | |
| 650 | 0 |
_aSocial sciences _xMathematics. |
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| 650 | 0 | _aStatistics . | |
| 650 | 1 | 4 | _aRisk Management. |
| 650 | 2 | 4 | _aMathematics in Business, Economics and Finance. |
| 650 | 2 | 4 | _aStatistics in Business, Management, Economics, Finance, Insurance. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer Nature eBook | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783030641542 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783030641566 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783030641573 |
| 830 | 0 |
_aSpringer Texts in Business and Economics, _x2192-4341 |
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| 856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-030-64155-9 |
| 912 | _aZDB-2-SCS | ||
| 912 | _aZDB-2-SXCS | ||
| 942 | _cSPRINGER | ||
| 999 |
_c178178 _d178178 |
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