November 2013
Beginner
164 pages
3h 46m
English
book
Introduction to R for Quantitative Finance
by Gergely Daróczi, Michael Phule, Edina Berlinger (EURO), Peter Csoka, Daniel Daniel Havran, Marton Michaletzky, Zsolt Tulassay, Kata Váradi, Agnes Vidovics-Dancs, Agnes Vidovics Dancs
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Summary
In this chapter, we discussed term structure estimation methods by cubic spline regression and also demonstrated how one can estimate the term structure of interest rates in R. After a brief theoretical introduction to term structure and interest rates, also discussing the most basic methods such as a linear regression model and related problems, the chapter gave a detailed overview of an R implementation of cubic spline regression model and also mentioned already published R functions and packages for such tasks with more complex expectations.
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.