Computational Finance: An Introductory Course with R (Atlantis Studies in Computational Finance and Financial Engineering)
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9789462390690 - Argimiro Arratia: Computational Finance | - -
Argimiro Arratia

Computational Finance | - -

Lieferung erfolgt aus/von: Deutschland EN NW

ISBN: 9789462390690 bzw. 946239069X, in Englisch, Atlantis Press, neu.

Von Argimiro Arratia: The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics of Finance. In that regard it is unique in its kind, for it touches upon the basic principles of all three main components of CF, with hands-on examples for programming models in R. Thus, the first chapter gives an introduction to the Principles of Corporate Finance: the markets of stock and options, valuation and economic theory, framed within Computation and Information Theory (e.g. the famous Efficient Market Hypothesis is stated in terms of computational complexity, a new perspective). Chapters 2 and 3 give the necessary tools of Statistics for analyzing financial time series, it also goes in depth into the concepts of correlation, causality and clustering. Chapters 4 and 5 review the most important discrete and continuous models for financial time series. Each model is provided with an example progr...
2
9789462390690 - Computational Finance

Computational Finance

Lieferung erfolgt aus/von: Vereinigtes Königreich Großbritannien und Nordirland EN NW

ISBN: 9789462390690 bzw. 946239069X, in Englisch, neu.

66,89 (£ 59,98)¹
versandkostenfrei, unverbindlich
The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics of Finance. In that regard it is unique in its kind, for it touches upon the basic principles of all three main components of CF, with hands-on examples for programming models in R. Thus, the first chapter gives an introduction to the Principles of Corporate Finance: the markets of stock and options, valuation and economic theory, framed within Computation and Information Theory (e.g. the famous Efficient Market Hypothesis is stated in terms of computational complexity, a new perspective). Chapters 2 and 3 give the necessary tools of Statistics for analyzing financial time series, it also goes in depth into the concepts of correlation, causality and clustering. Chapters 4 and 5 review the most important discrete and continuous models for financial time series. Each model is provided with an example program in R. Chapter 6 covers the essentials of Technical Analysis (TA) and Fundamental Analysis. This chapter is suitable for people outside academics and into the world of financial investments, as a primer in the methods of charting and analysis of value for stocks, as it is done in the financial industry. Moreover, a mathematical foundation to the seemly ad-hoc methods of TA is given, and this is new in a presentation of TA. Chapter 7 reviews the most important heuristics for optimization: simulated annealing, genetic programming, and ant colonies (swarm intelligence) which is material to feed the computer savvy readers. Chapter 8 gives the basic principles of portfolio management, through the mean-variance model, and optimization under different constraints which is a topic of current research in computation, due to its complexity. One important aspect of this chapter is that it teaches how to use the powerful tools for portfolio analysis from the RMetrics R-package. Chapter 9 is a natural continuation ...
3
9789462390690 - Argimiro Arratia: Computational Finance, An Introductory Course with R
Argimiro Arratia

Computational Finance, An Introductory Course with R (2014)

Lieferung erfolgt aus/von: Niederlande NL HC NW

ISBN: 9789462390690 bzw. 946239069X, in Holländisch, Atlantis Press (Zeger Karssen), gebundenes Buch, neu.

Lieferung aus: Niederlande, 5-10 werkdagen.
bol.com.
The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics of Finance. In that regard it is unique in its kind, for it touches upon the basic principles of all three main components of CF, with hands-on examples for programming models in R. Thus, the first chapter gives an introduction to the Principles of Corporate Finance: the markets of stock and options, valuation and economic theory, framed ... The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics of Finance. In that regard it is unique in its kind, for it touches upon the basic principles of all three main components of CF, with hands-on examples for programming models in R. Thus, the first chapter gives an introduction to the Principles of Corporate Finance: the markets of stock and options, valuation and economic theory, framed within Computation and Information Theory (e.g. the famous Efficient Market Hypothesis is stated in terms of computational complexity, a new perspective). Chapters 2 and 3 give the necessary tools of Statistics for analyzing financial time series, it also goes in depth into the concepts of correlation, causality and clustering. Chapters 4 and 5 review the most important discrete and continuous models for financial time series. Each model is provided with an example program in R. Chapter 6 covers the essentials of Technical Analysis (TA) and Fundamental Analysis. This chapter is suitable for people outside academics and into the world of financial investments, as a primer in the methods of charting and analysis of value for stocks, as it is done in the financial industry. Moreover, a mathematical foundation to the seemly ad-hoc methods of TA is given, and this is new in a presentation of TA. Chapter 7 reviews the most important heuristics for optimization: simulated annealing, genetic programming, and ant colonies (swarm intelligence) which is material to feed the computer savvy readers. Chapter 8 gives the basic principles of portfolio management, through the mean-variance model, and optimization under different constraints which is a topic of current research in computation, due to its complexity. One important aspect of this chapter is that it teaches how to use the powerful tools for portfolio analysis from the RMetrics R-package. Chapter 9 is a natural continuation of chapter 8 into the new area of research of online portfolio selection. The basic model of the universal portfolio of Cover and approximate methods to compute are also described.Taal: Engels;Afmetingen: 20x235x155 mm;Gewicht: 631,00 gram;Verschijningsdatum: mei 2014;ISBN10: 946239069X;ISBN13: 9789462390690; Engelstalig | Hardcover | 2014.
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9789462390690 - Argimiro Arratia: Computational Finance: An Introductory Course with R (Atlantis Studies in Computational Finance and Financial Engineering)
Argimiro Arratia

Computational Finance: An Introductory Course with R (Atlantis Studies in Computational Finance and Financial Engineering) (2014)

Lieferung erfolgt aus/von: Vereinigtes Königreich Großbritannien und Nordirland EN HC US

ISBN: 9789462390690 bzw. 946239069X, in Englisch, 312 Seiten, 2014. Ausgabe, Atlantis Press, gebundenes Buch, gebraucht.

61,87 (£ 53,99)¹
unverbindlich
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Usually dispatched within 1-2 business days, exclusief verzendkosten (indien geleverd).
Von Händler/Antiquariat, Wordery.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
5
9789462390690 - Argimiro Arratia: Computational Finance: An Introductory Course with R (Atlantis Studies in Computational Finance and Financial Engineering)
Argimiro Arratia

Computational Finance: An Introductory Course with R (Atlantis Studies in Computational Finance and Financial Engineering) (2014)

Lieferung erfolgt aus/von: Vereinigtes Königreich Großbritannien und Nordirland EN HC NW

ISBN: 9789462390690 bzw. 946239069X, in Englisch, 312 Seiten, 2014. Ausgabe, Atlantis Press, gebundenes Buch, neu.

55,22 (£ 48,19)¹
unverbindlich
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Usually dispatched within 1-2 business days, exclusief verzendkosten (indien geleverd).
Von Händler/Antiquariat, Prabh Books.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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