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Computational finance: an introductory course with R

Computational finance: an introductory course with R

Arratia, Argimiro

This book covers a wide range of essential topics in computational finance, touching upon the basic principles of finance, computational statistics and mathematics of finance. It features hands-on examples for programming models in R

Book. English.
Published Paris: Atlantis Press, 2014
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  • National College Library – Earliest copy due back 12th October

    Barcode Shelfmark Loan type Status
    39006010640771 Main Lending 332.015 Main Lending Due back 12th October

Details

Statement of responsibility: Argimiro Arratia
ISBN: 946239069X, 9789462390690
Intended audience: Specialized.
Note: Includes bibliographical references and index.
Note: Includes QR code.
Physical Description: x, 301 p. : ill. ; 24 cm.
Series: Atlantis studies in computational finance and financial engineering ; volume 1
Subject: Finance Mathematical models.; Business mathematics.; R (Computer program language)
Series Title: Atlantis studies in computational finance and financial engineering ; volume 1.

Contents

  1. An abridged introduction to finance
  2. Statistics of financial time series
  3. Correlations, causalities and similarities
  4. Time series models in finance
  5. Brownian motion, binomial trees and Monte Carlo simulation
  6. Trade on pattern mining or value estimation
  7. Optimization heuristics in finance
  8. Portfolio optimization
  9. Online finance
  10. Appendix A: The R programming environment.