000			nam a22 4500
999			_c114580 _d114580
003			OSt
005			20190718142757.0
008			190716b ||||| |||| 00| 0 eng d
020			_a9781498766098
040			_c
082			_a332.02855 _bOHS
100			_aOhsaki, Shuichi _940090
245			_aR Programming and Its Applications in Financial Mathematics
260			_bCRC Press _c2018 _aBoca Raton
300			_a248p
500			_a1. 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
600			_aFinance - Mathematical models _940091
700			_aRuppert-Felsot, Jori _940092
700			_aYoshikawa, Daisuke _940093
942			_2ddc _cLB _k332.02855 _mOHS