Hands-On Data Analysis in R for Finance

ISBN-13: 9781032340975 / Angielski / Twarda / 2022 / 416 str.

Jean-Francois Collard

Opis

The textbook is an introduction to data science/data analysis applied to finance, using R and its most recent and freely available extension libraries. The target audience are undergrad data science, finance and graduate students, and practitioners or professionals who need a desk reference.

Spis treści

1. Your Working Environment  2. Reading Data in R  3. Financial Data  4. Introduction to R  5. Functions  6. Data Transformation  7. Merging Data Sets  8. Graphing Using Ggplot  9. Returns and Returns-based Statistics  10. Portfolios  11. Modeling Returns and Simulations  12. Linear and Polynomial Regression  13. Fixed Income  14. Principal Component Analysis  15. Options  16. Value at Risk  17. Time Series Analysis  18. Machine Learning  19. Presenting the Results of Your Analyses  20. Appendix: Main Packages Seen in this Book