Introduction to Computational Finance and Financial Econometrics
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Introduction to Computational Finance and Financial Econometrics

Introduction to Computational Finance and Financial Econometrics


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About the Book

This book presents mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. The tools are used to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. The author explains how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient portfolios.


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Product Details
  • ISBN-13: 9781498772204
  • Publisher: CRC Press
  • Publisher Imprint: Crc Press
  • Height: 233 mm
  • No of Pages: 500
  • Series Title: English
  • Width: 156 mm
  • ISBN-10: 149877220X
  • Publisher Date: 01 Apr 2018
  • Binding: Paperback
  • Language: English
  • Returnable: N
  • Spine Width: 0 mm


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Introduction to Computational Finance and Financial Econometrics
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Introduction to Computational Finance and Financial Econometrics
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