March 2015
Intermediate to advanced
362 pages
8h 20m
English
Content preview from Mastering R for Quantitative FinanceBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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.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.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.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.
Preface
Mastering R for Quantitative Finance is a sequel of our previous volume titled Introduction to R for Quantitative Finance, and it is intended for those willing to learn to use R's capabilities for building models in Quantitative Finance at a more advanced level. In this book, we will cover new topics in empirical finance (chapters 1-4), financial engineering (chapters 5-7), optimization of trading strategies (chapters 8-10), and bank management (chapters 11-13).
What this book covers
Chapter 1, Time Series Analysis (Tamás Vadász) discusses some important concepts such as cointegration (structural), vector autoregressive models, impulse-response functions, volatility modeling with asymmetric GARCH models, and news impact curves.
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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.