Financial Analytics with R: Building a Laptop Laboratory for Data Science (Hardcover) (ISBN-13: 9781107150751)

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.

Author: Mark J. Bennett, Dirk L. Hugen
ISBN-10: 1107150752
ISBN-13: 9781107150751
Publisher: Cambridge University Press
Language: English
Published: 11/16/2016
Pages: 392
Format: Hardcover
Weight: 2.03lbs
Size: 10.14h x 6.89w x 0.90d