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Learning Quantitative Finance with R
最新章節：
Summary
IfyouwanttolearnhowtouseRtobuildquantitativefinancemodelswithease,thisbookisforyou.AnalystswhowanttolearnRtosolvetheirquantitativefinanceproblemswillalsofindthisbookuseful.Someunderstandingofthebasicfinancialconceptswillbeuseful,thoughpriorknowledgeofRisnotrequired.
目錄(107章)
倒序
- 封面
- 版權信息
- Credits
- About the Authors
- About the Reviewer
- www.PacktPub.com
- Customer Feedback
- Preface
- Chapter 1. Introduction to R
- The need for R
- How to download/install R
- How to install packages
- Data types
- Importing and exporting different data types
- How to write code expressions
- Functions
- Loops (for while if and if...else)
- Loop control statements
- Questions
- Summary
- Chapter 2. Statistical Modeling
- Probability distributions
- Sampling
- Statistics
- Correlation
- Hypothesis testing
- Parameter estimates
- Outlier detection
- Standardization
- Normalization
- Questions
- Summary
- Chapter 3. Econometric and Wavelet Analysis
- Simple linear regression
- Multivariate linear regression
- Multicollinearity
- ANOVA
- Feature selection
- Stepwise variable selection
- Ranking of variables
- Wavelet analysis
- Fast Fourier transformation
- Hilbert transformation
- Questions
- Summary
- Chapter 4. Time Series Modeling
- General time series
- Converting data to time series
- zoo
- xts
- Linear filters
- AR
- MA
- ARIMA
- GARCH
- EGARCH
- VGARCH
- Dynamic conditional correlation
- Questions
- Summary
- Chapter 5. Algorithmic Trading
- Momentum or directional trading
- Capital asset pricing model
- Multi factor model
- Portfolio construction
- Questions
- Summary
- Chapter 6. Trading Using Machine Learning
- Logistic regression neural network
- Neural network
- Deep neural network
- K means algorithm
- K nearest neighborhood
- Support vector machine
- Decision tree
- Random forest
- Questions
- Summary
- Chapter 7. Risk Management
- Market risk
- Portfolio risk
- VaR
- Monte Carlo simulation
- Hedging
- Basel regulation
- Credit risk
- Fraud detection
- Liability management
- Questions
- Summary
- Chapter 8. Optimization
- Dynamic rebalancing
- Walk forward testing
- Grid testing
- Genetic algorithm
- Questions
- Summary
- Chapter 9. Derivative Pricing
- Option pricing
- Implied volatility
- Bond pricing
- Credit spread
- Credit default swaps
- Interest rate derivatives
- Exotic options
- Questions
- Summary 更新時間：2021-07-09 19:07:10
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