TY  - BOOK
AU  - Ohsaki, Shuichi 
AU  - Ruppert-Felsot, Jori
AU  - Yoshikawa, Daisuke
TI  - R Programming and Its Applications in Financial Mathematics
SN  - 9781498766098
U1  - 332.02855 
PY  - 2018///
CY  - Boca Raton
PB  - CRC Press
KW  - Finance - Mathematical models
N1  - 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
ER  -