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Quantitative Finance with R

Video Description

Quantitative financial modeling made easy with R

About This Video

  • Use R and its libraries to solve real-life quantitative finance problems and gain valuable insights into core financial markets.
  • Learn important quantitative finance concepts in R with instant implementation through practical examples, allowing you to speed up your learning process and build a solid base.
  • Join the R community for financial markets in great style with the most important and up-to-dated R packages explained in-depth.

In Detail

With the ever-changing financial environment in the global market, investment banks, hedge funds, and private equity firms are always on the lookout for professionals able to identify profitable investment opportunities and manage risk. If you are interested in Quantitative Finance, especially in modern portfolio theory and risk management, then this is the perfect course for you.

Solving complex quantitative finance tasks becomes much easier with hands-on coding implementations. This course mixes important theoretical steps in a practical way to enhance your financial IQ in your day-to-day activities.

By the end of the course, you'll be comfortable using R and its associated libraries to solve any problem associated with Quantitative Finance without getting stressed; in short, you'll be solving the complex challenges that portfolio and risk managers face every day.

Al the codes and supporting files are available on GitHub at https://github.com/PacktPublishing/Quantitative-Finance-with-R

Table of Contents

  1. Chapter 1 : First Things First!
    1. The Course Overview 00:05:23
    2. Fundamentals of Quantitative Finance 00:03:40
    3. R Functions and Packages 00:04:04
  2. Chapter 2 : Data Analysis with R
    1. R Warm-Up – Introduction to Quantmod 00:03:06
    2. Equity – Definitions and Price Download 00:05:53
    3. Modeling Prices and Returns 00:04:55
    4. Asset Returns Simulation 00:06:43
    5. Getting Practical – Financial Modeling with R: S&P500 Statistical Analysis 00:09:07
  3. Chapter 3 : Staying Secured with Fixed-Income Securities
    1. R Warm-Up – Introduction to jrvFinance 00:02:16
    2. Introduction to Fixed-Income Securities 00:05:12
    3. The Importance of Interest Rate 00:06:42
    4. Pricing of Fixed-Income Securities 00:07:41
    5. Duration, Modified Duration, and Convexity 00:09:27
    6. Getting Practical – The Yield Curve and the Bootstrapping Approach 00:05:58
  4. Chapter 4 : Derivatives for Risk Management
    1. R Warm-Up – Introduction to fOptions 00:02:42
    2. Working with Futures 00:03:28
    3. European and American Options 00:05:58
    4. Pricing European Options – The Binomial Model 00:07:23
    5. Getting Practical – Pricing European Options with the Black-Scholes Model 00:11:02
  5. Chapter 5 : Analysing Risk/Return with Modern Portfolio Theory Techniques
    1. R Warm-Up – Introduction to PortfolioAnalytics 00:03:50
    2. The Benefits of Diversification 00:05:02
    3. Risk/Return Paradigm 00:07:54
    4. Capital Allocation Line and Capital Market Line 00:07:23
    5. Getting Practical – Optimal Asset Allocation with Markowitz Framework 00:07:59
  6. Chapter 6 : The Capital Asset Pricing Model – CAPM Model
    1. R Warm-Up –Introduction to PerformanceAnalytics 00:03:24
    2. Idiosyncratic versus Systematic Risk 00:03:52
    3. Risk Factors 00:02:13
    4. The CAPM 00:04:42
    5. Fama-French and Other Factor Models 00:06:21
    6. Getting Practical – Empirical Testing of the CAPM 00:08:32
  7. Chapter 7 : Manage Risks and Safeguard Profits with Portfolio Risk Management
    1. R Warm-Up– PerformanceAnalytics for Risk Management 00:02:27
    2. The Value-at-Risk (VaR) Model 00:07:50
    3. The Expected Shortfall (ES) 00:06:17
    4. Benefits and Pitfalls of VaR Approach 00:04:39
    5. Getting Practical – Hedging Financial Exposure 00:07:07