Mastering R for Quantitative Finance

Use R to optimize your trading strategy and build up your own risk management system



Bookstore > Books > Mastering R for Quantitative Finance

Price$49.99 - $62.01
Rating
AuthorEdina Berlinger
PublisherPackt Publishing
Published2015
Pages362
LanguageEnglish
FormatPaper book / ebook (PDF)
ISBN-101783552077
ISBN-139781783552078
EBook Hardcover Paperback

R is the essential skill to master for anyone looking to make an impact in quantitative finance. The reigning king of serious statistical languages, R gives you the power to turn your raw data into lucrative analyses - and this book shows you how. Chapter by chapter, the concepts of quantitative finance are interwoven with real R model programming. Its clear and practical approach gets you using R straight away for time series analysis, creating models for multiple factors, and harnessing big data for your predictive investment purposes.

This book is dedicated to giving you the guidance to construct your own complete trading system, and the knowledge to tailor it to meet your needs and the needs of your clients. Get them the results that they expect as you learn how to handle foreign exchange and interest rate derivatives, using R for optimal hedging, and making sure that you have the analysis to guarantee a payoff from the most complex exotic options.


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