Analyzing Financial Data and Implementing Financial Models Using R
| AUTHOR | Ang, Clifford S. |
| PUBLISHER | Springer (06/24/2021) |
| PRODUCT TYPE | Hardcover (Hardcover) |
Description
Chapter 1 Prices.- Chapter 2 Individual Security Returns.- Chapter 3 Portfolio Returns.- Chapter 4 Risk.- Chapter 5 Factor Models.- Chapter 6 Risk-Adjusted Portfolio Performance Measures.- Chapter 7 Markowitz Mean-Variance Optimization.- Chapter 8 Fixed Income.- Chapter 9 Options.- Appendix A Getting Started with R. Appendix B Constructing a Hypothetical Portfolio.
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Product Format
Product Details
ISBN-13:
9783030641542
ISBN-10:
3030641546
Binding:
Hardback or Cased Book (Sewn)
Content Language:
English
Edition Number:
0002
More Product Details
Page Count:
465
Carton Quantity:
16
Product Dimensions:
6.14 x 1.06 x 9.21 inches
Weight:
1.87 pound(s)
Feature Codes:
Illustrated
Country of Origin:
NL
Subject Information
BISAC Categories
Business & Economics | Insurance - Risk Assessment & Management
Business & Economics | Applied
Business & Economics | Statistics
Descriptions, Reviews, Etc.
publisher marketing
Chapter 1 Prices.- Chapter 2 Individual Security Returns.- Chapter 3 Portfolio Returns.- Chapter 4 Risk.- Chapter 5 Factor Models.- Chapter 6 Risk-Adjusted Portfolio Performance Measures.- Chapter 7 Markowitz Mean-Variance Optimization.- Chapter 8 Fixed Income.- Chapter 9 Options.- Appendix A Getting Started with R. Appendix B Constructing a Hypothetical Portfolio.
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List Price $119.99
Your Price
$118.79