Computational Finance with R (Paperback, 2023)

Part I. Numerical Methods.- 1. Preliminaries.- 2. Solving a System of Linear Equations.- 3. Solving Non-Linear Equations.- 4. Numerical Integration.- 5. Numerical Differentiation.- 6. Numerical Methods for PDE.- 7. Optimization.- Part II. Simulation Methods.- 8. Monte-Carlo Methods.- 9. Lattice Models.- 10. Simulating Brownian Motion.- 11. Variance Reduction.- 12. Bayesian Computation with Stan.- 13. Resampling.- Part III. Statistical Methods.- 14. Descriptive Methods.- 15. Inferential Statistics.- 16. Statistical Risk Analysis.- 17. Multivariate Analysis.- 18. Univariate Time Series.- 19. Multivariate Time Series.- 20. High Frequency Data.- 21. Supervised Learning.- 22. Unsupervised Learning.- Appendix.- A. Basics of Mathematical Finance.- B. Introduction to R.- C. Extreme Value Theory in Finance.- Bibliography.?