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Item Details
Title:
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FINANCIAL ANALYTICS WITH R
BUILDING A LAPTOP LABORATORY FOR DATA SCIENCE |
By: |
Mark Bennett, Dirk Hugen |
Format: |
Hardback |
List price:
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£57.99 |
Our price: |
£52.19 |
Discount: |
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You save:
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£5.80 |
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ISBN 10: |
1107150752 |
ISBN 13: |
9781107150751 |
Availability: |
Usually dispatched within 1-3 weeks.
Delivery
rates
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Stock: |
Currently 0 available |
Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
Pub. date: |
6 October, 2016 |
Pages: |
392 |
Description: |
Financial Analytics with R sharpens readers' skills in time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities. |
Synopsis: |
Are you innately curious about dynamically inter-operating financial markets? Since the crisis of 2008, there is a need for professionals with more understanding about statistics and data analysis, who can discuss the various risk metrics, particularly those involving extreme events. By providing a resource for training students and professionals in basic and sophisticated analytics, this book meets that need. It offers both the intuition and basic vocabulary as a step towards the financial, statistical, and algorithmic knowledge required to resolve the industry problems, and it depicts a systematic way of developing analytical programs for finance in the statistical language R. Build a hands-on laboratory and run many simulations. Explore the analytical fringes of investments and risk management. Bennett and Hugen help profit-seeking investors and data science students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities. |
Illustrations: |
60 b/w illus. 100 colour illus. 40 exercises |
Publication: |
UK |
Imprint: |
Cambridge University Press |
Returns: |
Returnable |
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