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Introduction to R for Quantitative Finance

You're reading from  Introduction to R for Quantitative Finance

Product type Book
Published in Nov 2013
Publisher Packt
ISBN-13 9781783280933
Pages 164 pages
Edition 1st Edition
Languages
Concepts

Table of Contents (17) Chapters

Introduction to R for Quantitative Finance
Credits
About the Authors
About the Reviewers
www.PacktPub.com
Preface
Time Series Analysis Portfolio Optimization Asset Pricing Models Fixed Income Securities Estimating the Term Structure of Interest Rates Derivatives Pricing Credit Risk Management Extreme Value Theory Financial Networks References Index

Extreme value theory

  • E. Gilleland, M. Ribatet, and A. G. Stephenson (2013), A Software Review for Extreme Value Analysis, Extremes 16, 103-119.

  • A.J. McNeil, R. Frey, and P. Embrechts (2005), Quantitative Risk Management, Princeton University Press, Princeton.

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