Quantitative Finance with R [Video]

More Information
Learn
  • A solid understanding of how to analyze—with a quantitative mindset—the most important financial products such as equities, derivatives, and bonds
  • Use statistical analysis to find hidden insights into financial data used in financial models and strategies
  • Diversify your portfolio with hedging and eliminate unwanted risk during times of market volatility
  • Price any financial instrument
  • Go safe with fixed income securities by exploring the bond market
  • Analyze financial assets to find their Return On Investment (ROI)
  • Gain an in-depth understanding of Markowitz's modern portfolio theory and the ability of applying it using real data with R
  • Build your own profit-making strategy with advanced financial techniques to measure, predict and manage risk
About

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

Style and Approach

This course mixes key theoretical aspects of quantitative finance with practical explanations and implementations in R. Each section is made up of these two elements, which are deeply interrelated and ultimately inseparable. A series of exercises helps the user succeed and overcome obstacles in the learning process.

Features
  • 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.
Course Length 3 hours 20 minutes
ISBN 9781789535440
Date Of Publication 31 Dec 2018
Equity – Definitions and Price Download
Modeling Prices and Returns
Asset Returns Simulation
Getting Practical – Financial Modeling with R: S&P500 Statistical Analysis
Working with Futures
European and American Options
Pricing European Options – The Binomial Model
Getting Practical – Pricing European Options with the Black-Scholes Model
The Benefits of Diversification
Risk/Return Paradigm
Capital Allocation Line and Capital Market Line
Getting Practical – Optimal Asset Allocation with Markowitz Framework

Authors

Marco Neffelli

Marco Neffelli is a Ph.D. candidate in Economics at the University of Genova, Italy. His main research revolves around Quantitative Finance and Financial Econometrics. He is a lecturer for the course Quantitative Finance with R at the University of Pavia, Italy. His background includes an MSc in Quantitative Finance from Cass Business School, London.

LinkedIn - https://www.linkedin.com/in/marconeffelli/

Omar Bazara

Omar Bazara holds a Master's degree in financial mathematics from Cass Business School, City University of London. Omar is a portfolio valuation analyst at IHS Markit, London. He is specialized in Credit Derivatives and working alongside a variety of different asset classes.