Financial Analytics with R

Building a Laptop Laboratory for Data Science

by Mark J. Bennett, Dirk L. Hugen

Subject categories
ISBNs
  • 9781107150751
  • 9781316777633
  • 9781316776094
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.
  • Cambridge University Press; October 2016
  • ISBN: 9781316777633
  • Read online, or download in secure PDF or secure ePub format
  • Title: Financial Analytics with R
  • Author: Mark J. Bennett; Dirk L. Hugen
  • Imprint: Cambridge University Press
Subject categories
ISBNs
  • 9781107150751
  • 9781316777633
  • 9781316776094

In The Press

'A very well-written text on financial analytics, focusing on developing statistical models and using simulation to better understand financial data. R is used throughout for examples, allowing the reader to use the text and code to actively engage in the financial market. It is simply the best text on this subject that I have seen. Highly recommended.' Joseph M. Hilbe, Arizona State University

Subject categories
ISBNs
  • 9781107150751
  • 9781316777633
  • 9781316776094