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[其他] Applied Probabilistic Calculus for Financial Engineering:An Introduction Using R   [分享]

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igs816 在职认证  发表于 2017-9-23 22:17:06 |显示全部楼层
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English | ISBN: 1119387612 | 2017 | 536 pages | PDF | 14 MB

Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R  provides R recipes for asset allocation and portfolio optimization problems. It begins by introducing all the necessary probabilistic and statistical foundations, before moving on to topics related to asset allocation and portfolio optimization with R codes illustrated for various examples. This clear and concise book covers financial engineering, using R in data analysis, and univariate, bivariate, and multivariate data analysis. It examines probabilistic calculus for modeling financial engineering walking the reader through building an effective financial model from the Geometric Brownian Motion (GBM) Model via probabilistic calculus, while also covering Ito Calculus. Classical mathematical models in financial engineering and modern portfolio theory are discussed along with the Two Mutual Fund Theorem and The Sharpe Ratio. The book also looks at R as a calculator and using R in data analysis in financial engineering. Additionally, it covers asset allocation using R, financial risk modeling and portfolio optimization using R, global and local optimal values, locating functional maxima and minima, and portfolio optimization by performance analytics in CRAN. Covers optimization methodologies in probabilistic calculus for financial engineering Answers the question: What does a "Random Walk" Financial Theory look like? Covers the GBM Model and the Random Walk Model Examines modern theories of portfolio optimization, including The Markowitz Model of Modern Portfolio Theory (MPT), The Black–Litterman Model, and The Black–Scholes Option Pricing Model Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R  is an ideal reference for professionals and students in economics, econometrics, and finance, as well as for financial investment quants and financial engineers. BERTRAM K. C. CHAN, PhD,  is Consulting Biostatistician at the Loma Linda University Health, School of Medicine, Loma Linda, CA. Dr. Chan is also Software Development and Forum Lecturer at the School of Public Health, LLUH Department of Biostatistics and Epidemiology.

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关键词:introduction Engineering troduction engineerin financial

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MouJack007 发表于 2017-9-23 22:52:07 |显示全部楼层
谢谢楼主分享!
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MouJack007 发表于 2017-9-23 22:52:32 |显示全部楼层
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shgby 发表于 2017-9-23 23:10:48 来自手机 |显示全部楼层
谢谢分享!
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hjtoh 发表于 2017-9-23 23:41:31 来自手机 |显示全部楼层
igs816 发表于 2017-9-23 22:17
English | ISBN: 1119387612 | 2017 | 536 pages | PDF | 14 MB

Illustrates how R may be used succe ...
是时候学习r语言了
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soccy 发表于 2017-9-24 00:02:55 |显示全部楼层
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sacromento 学生认证  发表于 2017-9-24 02:50:35 来自手机 |显示全部楼层
谢谢分享啊!
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bearfighting 发表于 2017-9-24 03:40:05 |显示全部楼层
实在太牛了
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aggiewe 发表于 2017-9-24 06:29:43 |显示全部楼层
see.............
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