Financial Analytics with R : Building a Laptop Laboratory for Data Science
Overview
Are you innately curious about dynamically inter-operating financial markets? Since the crisis of 2008, there is a need for professionals with more understanding about statistics and data analysis, who can discuss the various risk metrics, particularly those involving extreme events. By providing a resource for training students and professionals in basic and sophisticated analytics, this book meets that need. It offers both the intuition and basic vocabulary as a step towards the financial, statistical, and algorithmic knowledge required to resolve the industry problems, and it depicts a systematic way of developing analytical programs for finance in the statistical language R. Build a hands-on laboratory and run many simulations. Explore the analytical fringes of investments and risk management. Bennett and Hugen help profit-seeking investors and data science students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.
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Details
- ISBN-13: 9781107150751
- ISBN-10: 1107150752
- Publisher: Cambridge University Press
- Publish Date: November 2016
- Dimensions: 10.14 x 6.89 x 0.9 inches
- Shipping Weight: 2.03 pounds
- Page Count: 392
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