000 03989nam a22005055i 4500
001 vtls000558632
003 RU-ToGU
005 20210922085545.0
007 cr nn 008mamaa
008 170212s2015 gw | s |||| 0|eng d
020 _a9783319140759
_9978-3-319-14075-9
024 7 _a10.1007/978-3-319-14075-9
_2doi
035 _ato000558632
040 _aSpringer
_cSpringer
_dRU-ToGU
050 4 _aHG1-HG9999
072 7 _aKFF
_2bicssc
072 7 _aBUS027000
_2bisacsh
082 0 4 _a332
_223
100 1 _aAng, Clifford S.
_eauthor.
_9463980
245 1 0 _aAnalyzing Financial Data and Implementing Financial Models Using R
_helectronic resource
_cby Clifford S. Ang.
260 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2015.
300 _aXVI, 351 p. 60 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aSpringer Texts in Business and Economics,
_x2192-4333
505 0 _aChapter 1 Prices -- Chapter 2 Individual Security Returns -- Chapter 3 Portfolio Returns -- Chapter 4 Risk -- Chapter 5 Factor Models -- Chapter 6 Risk-Adjusted Portfolio Performance Measures -- Chapter 7 Markowitz Mean-Variance Optimization -- Chapter 8 Fixed Income -- Chapter 9 Options -- Appendix A Getting Started with R. Appendix B Constructing a Hypothetical Portfolio.
520 _aThis book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate such data, implement the models, and generate typical output expected for a particular analysis. This text aims to overcome several common obstacles in teaching financial modeling. First, most texts do not provide students with enough information to allow them to implement models from start to finish. In this book, we walk through each step in relatively more detail and show intermediate R output to help students make sure they are implementing the analyses correctly. Second, most books deal with sanitized or clean data that have been organized to suit a particular analysis. Consequently, many students do not know how to deal with real-world data or know how to apply simple data manipulation techniques to get the real-world data into a usable form. This book will expose students to the notion of data checking and make them aware of problems that exist when using real-world data. Third, most classes or texts use expensive commercial software or toolboxes. In this text, we use R to analyze financial data and implement models. R and the accompanying packages used in the text are freely available; therefore, any code or models we implement do not require any additional expenditure on the part of the student. Demonstrating rigorous techniques applied to real-world data, this text covers a wide spectrum of timely and practical issues in financial modeling, including return and risk measurement, portfolio management, options pricing, and fixed income analysis.
650 0 _aFinance.
_9142509
650 0 _aStatistics.
_9124796
650 0 _aEconometrics.
_9566276
650 0 _aMacroeconomics.
_9134212
650 1 4 _aFinance.
_9142509
650 2 4 _aFinance, general.
_9460231
650 2 4 _aEconometrics.
_9566276
650 2 4 _aMacroeconomics/Monetary Economics//Financial Economics.
_9461499
650 2 4 _aStatistics and Computing/Statistics Programs.
_9303277
710 2 _aSpringerLink (Online service)
_9143950
773 0 _tSpringer eBooks
830 0 _aSpringer Texts in Business and Economics,
_9445150
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-319-14075-9
912 _aZDB-2-SBE
999 _c413010