The Resource Analyzing financial data and implementing financial models using R, Clifford S. Ang

Analyzing financial data and implementing financial models using R, Clifford S. Ang

Label
Analyzing financial data and implementing financial models using R
Title
Analyzing financial data and implementing financial models using R
Statement of responsibility
Clifford S. Ang
Creator
Author
Subject
Genre
Language
eng
Summary
This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate such data, implement the models, and generate typical output expected for a particular analysis. This text aims to overcome several common obstacles in teaching financial modeling. First, most texts do not provide students with enough information to allow them to implement models from start to finish. In this book, we walk through each step in relatively more detail and show intermediate R output to help students make sure they are implementing the analyses correctly. Second, most books deal with sanitized or clean data that have been organized to suit a particular analysis. Consequently, many students do not know how to deal with real-world data or know how to apply simple data manipulation techniques to get the real-world data into a usable form. This book will expose students to the notion of data checking and make them aware of problems that exist when using real-world data. Third, most classes or texts use expensive commercial software or toolboxes. In this text, we use R to analyze financial data and implement models. R and the accompanying packages used in the text are freely available; therefore, any code or models we implement do not require any additional expenditure on the part of the student. Demonstrating rigorous techniques applied to real-world data, this text covers a wide spectrum of timely and practical issues in financial modeling, including return and risk measurement, portfolio management, options pricing, and fixed income analysis
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Ang, Clifford S
Dewey number
332
Illustrations
illustrations
Index
index present
LC call number
HG106
LC item number
.A53 2015eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Springer texts in business and economics,
http://library.link/vocab/subjectName
  • Finance
  • Mathematical statistics
  • R (Computer program language)
  • Finance
  • Mathematical statistics
  • R (Computer program language)
  • Finance
  • Business & Economics
  • Finance - General
  • Banking
  • Investment & Speculation
  • Finance
  • Finance, general
  • Econometrics
  • Macroeconomics/Monetary Economics//Financial Economics
  • Statistics and Computing/Statistics Programs
  • Business & Economics
  • Business & Economics
  • Computers
  • Econometrics
  • Macroeconomics
  • Mathematical & statistical software
  • Business & Economics
  • Finance
Label
Analyzing financial data and implementing financial models using R, Clifford S. Ang
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-3-319-14075-9
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Dimensions
unknown
Extent
1 online resource (xvi, 351 pages)
File format
unknown
Form of item
online
Isbn
9783319140759
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
SpringerLink
Other control number
10.1007/978-3-319-14075-9
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)907370943
  • (OCoLC)ocn907370943
Label
Analyzing financial data and implementing financial models using R, Clifford S. Ang
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-3-319-14075-9
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Dimensions
unknown
Extent
1 online resource (xvi, 351 pages)
File format
unknown
Form of item
online
Isbn
9783319140759
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
SpringerLink
Other control number
10.1007/978-3-319-14075-9
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)907370943
  • (OCoLC)ocn907370943

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