Book Image

Introduction to R for Quantitative Finance

Book Image

Introduction to R for Quantitative Finance

Overview of this book

Introduction to R for Quantitative Finance will show you how to solve real-world quantitative fi nance problems using the statistical computing language R. The book covers diverse topics ranging from time series analysis to fi nancial networks. Each chapter briefl y presents the theory behind specific concepts and deals with solving a diverse range of problems using R with the help of practical examples.This book will be your guide on how to use and master R in order to solve quantitative finance problems. This book covers the essentials of quantitative finance, taking you through a number of clear and practical examples in R that will not only help you to understand the theory, but how to effectively deal with your own real-life problems.Starting with time series analysis, you will also learn how to optimize portfolios and how asset pricing models work. The book then covers fixed income securities and derivatives such as credit risk management.
Table of Contents (17 chapters)
Introduction to R for Quantitative Finance
Credits
About the Authors
About the Reviewers
www.PacktPub.com
Preface
Index

Credits

Authors

Gergely Daróczi

Michael Puhle

Edina Berlinger

Péter Csóka

Dániel Havran

Márton Michaletzky

Zsolt Tulassay

Kata Váradi

Agnes Vidovics-Dancs

Reviewers

Dr. Hari Shanker Gupta

Ronald Hochreiter

Acquisition Editor

Akram Hussain

Lead Technical Editor

Mohammed Fahad

Technical Editors

Venu Manthena

Adrian Raposo

Amit Singh

Copy Editors

Alisha Aranha

Tanvi Gaitonde

Sayanee Mukherjee

Aditya Nair

Kirti Pai

Shambhavi Pai

Lavina Pereira

Project Coordinator

Sherin Padayatty

Proofreader

Lucy Rowland

Indexer

Priya Subramani

Graphics

Ronak Dhruv

Abinash Sahu

Production Coordinator

Kirtee Shingan

Cover Work

Kirtee Shingan