책 이미지
eBook 미리보기
책 정보
· 제목 : R Programming and Its Applications in Financial Mathematics (Paperback, 1)
· 분류 : 외국도서 > 경제경영 > 재무/회계 > 금융
· ISBN : 9780367781477
· 쪽수 : 248쪽
· 출판일 : 2021-03-31
· 분류 : 외국도서 > 경제경영 > 재무/회계 > 금융
· ISBN : 9780367781477
· 쪽수 : 248쪽
· 출판일 : 2021-03-31
목차
Preface. Introduction to R programming. SECTION I: STATISTICS IN FINANCE. Statistical Analysis with R. Time Series Analysis with R. SECTION II: BASIC THEORY OF FINANCE. Modern Portfolio Theory and CAPM. Interest Rate Swap and Discount Factor. Discrete Time Model: Tree Model. Continuous time model and Black-Scholes Formula. SECTION III: NUMERICAL METHODS IN FINANCE. Monte Carlo Simulation. Derivative Pricing with Partial Differential Equations.SECTION IV: APPENDIX. Optimization with R. Noise reduction via Kalman Filter.The Other References on R. References. Index.
