R programming and its applications in financial mathematics
Shuichi Ohsaki, Jori Ruppert-Felsot, Daisuke Yoshhikawa
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Ōsaki, Shūichi ; Ruppert-Felsot, Jori ; Yoshikawa, Daisuke |
| Publisher: |
Boca Raton, London, New York : CRC Press |
| Subject: | Finanzmathematik | Mathematical finance | Software | Programmiersprache | Programming language | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Finanzierungstheorie | Financial management theory | R <Programm> | Finanzanalyse | Finanzierung | Statistik | Ökonometrie |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | ix, 248 Seiten Illustrationen 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Includes bibliographical references and index Introduction to R programming Statistics in finance Statistical analysis with R Time series analysis with R Basic theory of finance Modern portfolio theory and CAPM Interest rate swap and discount factor Discrete time model: tree model Continuous time model and the black-scholes formula Numerical methods in finance Monte Carlo simulation Derivative pricing with partial differential equations Appendix A Optimization with R B Noise reduction via Kalman filter C The other references on R References Index |
| ISBN: | 978-1-4987-6609-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011782214