Book Image

Mastering R for Quantitative Finance

Book Image

Mastering R for Quantitative Finance

Overview of this book

Table of Contents (20 chapters)
Mastering R for Quantitative Finance
Credits
About the Authors
About the Reviewers
www.PacktPub.com
Preface
Index

References


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  • Billio, Monica, Mila Getmansky, Dale Gray, Andrew W. Lo, Robert C. Merton and Loriana Pelizzon: Sovereign, Bank, and Insurance Credit Spreads: Connectedness and System Networks, Mimeo, 2013

  • BIS (2011): Global systemically important banks: assessment methodology and the additional loss absorbency requirement, Rules text November 2011

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  • Bron, Coen and Kerbosch, Joep (1973): Algorithm 457: finding all cliques of an undirected graph, Communications...