TY  - BOOK
AU  - Bennett,Mark J.
AU  - Hugen,Dirk L.
TI  - Financial analytics with R: building a laptop laboratory for data science 
SN  - 9781316584460 (ebook)
AV  - HG104 .B46 2016
U1  - 332.0285/513 23
PY  - 2016///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Finance
KW  - Mathematical models
KW  - Data processing
KW  - Databases
KW  - R (Computer program language)
N1  - Title from publisher's bibliographic system (viewed on 27 Oct 2016)
N2  - 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
UR  - https://doi.org/10.1017/CBO9781316584460
ER  -