R Programming and Its Applications in Financial Mathematics

By:

Ohsaki, Shuichi

Contributor(s):

Material type: Text

TextPublication details: CRC Press 2018 Boca RatonDescription: 248pISBN:

9781498766098

Subject(s):

Finance - Mathematical models

DDC classification:

332.02855 OHS

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.02855 OHS (Browse shelf(Opens below))	Available		M0034665

Total holds: 0

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

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