R Programming and Its Applications in Financial Mathematics
Ohsaki, Shuichi
R Programming and Its Applications in Financial Mathematics - Boca Raton CRC Press 2018 - 248p
1. Introduction to R programming
2. Statistics in finance
3. Statistical analysis with R
4. Time series analysis with R
5. Basic theory of finance
6. Modern portfolio theory and CAPM
7. Interest rate swap and discount factor
8. Discrete time model: tree model
9. Continuous time model and the black-scholes formula
10. Numerical methods in finance
11. Monte Carlo simulation
12. Derivative pricing with partial differential equations
13. Appendix
14. A Optimization with R
15. B Noise reduction via Kalman filter
16. C The other references on R
References
9781498766098
Finance - Mathematical models
332.02855 / OHS
R Programming and Its Applications in Financial Mathematics - Boca Raton CRC Press 2018 - 248p
1. Introduction to R programming
2. Statistics in finance
3. Statistical analysis with R
4. Time series analysis with R
5. Basic theory of finance
6. Modern portfolio theory and CAPM
7. Interest rate swap and discount factor
8. Discrete time model: tree model
9. Continuous time model and the black-scholes formula
10. Numerical methods in finance
11. Monte Carlo simulation
12. Derivative pricing with partial differential equations
13. Appendix
14. A Optimization with R
15. B Noise reduction via Kalman filter
16. C The other references on R
References
9781498766098
Finance - Mathematical models
332.02855 / OHS