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$39.99 - $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.


  1. (2 books)



4 5 6

Similar Books


Introduction to R for Quantitative Finance

Introduction to R for Quantitative Finance

by Gergely Daroczi, Michael Puhle, Edina Berlinger, Peter Csoka, Daniel Havran, Marton Michaletzky, Zsolt Tulassay, Kata Varadi, Agnes Vidovics-Dancs

Introduction to R for Quantitative Finance will show you how to solve real-world quantitative fi nance problems using the statistical computing language R. The book covers diverse topics ranging from time series analysis to fi nancial networks. Each chapter briefl y presents the theory behind specific concepts and deals with solving a div...

Price:  $23.99  |  Publisher:  Packt Publishing  |  Release:  2013

Ruby Cookbook, 2nd Edition

Ruby Cookbook, 2nd Edition

by Lucas Carlson, Leonard Richardson

Why spend time on coding problems that others have already solved when you could be making real progress on your Ruby project? This updated cookbook provides more than 350 recipes for solving common problems, on topics ranging from basic data structures, classes, and objects, to web development, distributed programming, and multithreading...

Price:  $25.05  |  Publisher:  O'Reilly Media  |  Release:  2015

Python for Finance

Python for Finance

by Yves Hilpisch

The financial industry has adopted Python at a tremendous rate recently, with some of the largest investment banks and hedge funds using it to build core trading and risk management systems. This hands-on guide helps both developers and quantitative analysts get started with Python, and guides you through the most important aspects of usi...

Price:  $42.76  |  Publisher:  O'Reilly Media  |  Release:  2014

Mastering Ninject for Dependency Injection

Mastering Ninject for Dependency Injection

by Daniel Baharestani

Dependency injection is an approach to creating loosely coupled applications. Maintainability, testability, and extensibility are just a few advantages of loose coupling. Ninject is a software library which automates almost everything that we need in order to implement a dependency injection pattern.Mastering Ninject for Dependency Inject...

Price:  $19.99  |  Publisher:  Packt Publishing  |  Release:  2013

Advanced Quantitative Finance with C++

Advanced Quantitative Finance with C++

by Alonso Pena, Ph.D.

This book will introduce you to the key mathematical models used to price financial derivatives, as well as the implementation of main numerical models used to solve them. In particular, equity, currency, interest rates, and credit derivatives are discussed. In the first part of the book, the main mathematical models used in the world of ...

Price:  $16.99  |  Publisher:  Packt Publishing  |  Release:  2014

Mastering pandas for Finance

Mastering pandas for Finance

by Michael Heydt

This book will teach you to use Python and the Python Data Analysis Library (pandas) to solve real-world financial problems.Starting with a focus on pandas data structures, you will learn to load and manipulate time-series financial data and then calculate common financial measures, leading into more advanced derivations using fixed- and ...

Price:  $35.99  |  Publisher:  Packt Publishing  |  Release:  2015

Raspberry Pi Networking Cookbook, 2nd Edition

Raspberry Pi Networking Cookbook, 2nd Edition

by Rick Golden

With increasing interest in Maker Projects and the Internet of Things (IoT), students, scientists, and hobbyists are using the Raspberry Pi as a reliable, inexpensive platform to connect local devices to Internet services.This book begins with recipes that are essential to installing the Raspberry Pi and configuring it for network access....

Price:  $35.99  |  Publisher:  Packt Publishing  |  Release:  2016

Mastering Redmine, 2nd Edition

Mastering Redmine, 2nd Edition

by Andriy Lesyuk

Redmine is not only one of the popular open source project management applications but also one of the best project hosting and issue tracking solutions.This book is an update of our previous successful edition, Mastering Redmine. This book is a comprehensive guide that will give you a detailed practical understanding on how to effectivel...

Price:  $39.99  |  Publisher:  Packt Publishing  |  Release:  2016