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Mastering R for Quantitative Finance

You're reading from  Mastering R for Quantitative Finance

Product type Book
Published in Mar 2015
Publisher
ISBN-13 9781783552078
Pages 362 pages
Edition 1st Edition
Languages
Concepts

Table of Contents (20) Chapters

Mastering R for Quantitative Finance
Credits
About the Authors
About the Reviewers
www.PacktPub.com
Preface
1. Time Series Analysis 2. Factor Models 3. Forecasting Volume 4. Big Data – Advanced Analytics 5. FX Derivatives 6. Interest Rate Derivatives and Models 7. Exotic Options 8. Optimal Hedging 9. Fundamental Analysis 10. Technical Analysis, Neural Networks, and Logoptimal Portfolios 11. Asset and Liability Management 12. Capital Adequacy 13. Systemic Risks Index

References

  • Black, F. and Scholes, M. (1973): The Pricing of Options and Corporate Liabilities. The Journal of Political Economy, 81(3), pp. 637-654.

  • Margrabe, W. (1978): The Value of an Option to Exchange One Asset for Another. Journal of Finance, 33(1), pp. 177-186.

  • Medvegyev, Péter (2007): Stochastic Integration Theory. Oxford University Press.

  • Merton, R. (1973): Theory of Rational Option Pricing. The Bell Journal of Economics and Management Science, 4(1), pp. 141-183.

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