Search icon
Subscription
0
Cart icon
Close icon
You have no products in your basket yet
Arrow left icon
All Products
Best Sellers
New Releases
Books
Videos
Audiobooks
Learning Hub
Newsletters
Free Learning
Arrow right icon
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

Table of Contents (17) Chapters

Introduction to R for Quantitative Finance
Credits
About the Authors
About the Reviewers
www.PacktPub.com
Preface
1. Time Series Analysis 2. Portfolio Optimization 3. Asset Pricing Models 4. Fixed Income Securities 5. Estimating the Term Structure of Interest Rates 6. Derivatives Pricing 7. Credit Risk Management 8. Extreme Value Theory 9. Financial Networks References Index

About the Reviewers

Dr. Hari Shanker Gupta is a Quantitative Research Analyst working in the area of Algorithming Trading System Development. Prior to this, he was a Post Doctoral Fellow at Indian Institute of Science (IISc), Bangalore, India. Hari has pursued his Ph.D. from Department of Mathematics, IISc, in the field of Applied Mathematics and Scientific Computation in the year 2010. Hari had completed his M.Sc. in Mathematics from Banaras Hindu University (B.H.U.), Varanasi, India. During M.Sc., Hari was awarded four gold medals for his outstanding performance in B.H.U., Varanasi.

Hari has published five research papers in reputed journals in the field of Mathematics and Scientific Computation. He has experience of working in the areas of mathematics, statistics, and computations. These include the topics: numerical methods, partial differential equation, mathematical finance, stochastic calculus, data analysis, finite difference, and finite element method. He is very comfortable with the mathematics software, Matlab; the statistics programming language, R, and, the programming language, C, and has been recently working on the Python platform.

Ronald Hochreiter is an Assistant Professor at the Department of Finance, Accounting and Statistics, at the WU Vienna University of Economics and Business. He obtained his Ph.D. in Computational Management Science at the University of Vienna in 2005. He is an avid R user and develops R packages mainly for optimization modeling purposes as well as for applications in Finance. A summary of his R projects can be found at http://www.hochreiter.net/R/, and some of his tutorials on Financial Engineering with R are online at http://www.finance-r.com/.

lock icon The rest of the chapter is locked
Register for a free Packt account to unlock a world of extra content!
A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.
Unlock this book and the full library FREE for 7 days
Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of
Renews at $15.99/month. Cancel anytime}