Learning Quantitative Finance with R
暫譯: 使用 R 學習量化金融
Dr. Param Jeet, Prashant Vats
- 出版商: Packt Publishing
- 出版日期: 2017-03-28
- 售價: $2,220
- 貴賓價: 9.5 折 $2,109
- 語言: 英文
- 頁數: 284
- 裝訂: Paperback
- ISBN: 1786462419
- ISBN-13: 9781786462411
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相關分類:
R 語言、Data Science
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相關翻譯:
量化交易學習指南 基於R語言 (簡中版)
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商品描述
Key Features
- Understand the basics of R and how they can be applied in various Quantitative Finance scenarios
- Learn various algorithmic trading techniques and ways to optimize them using the tools available in R.
- Contain different methods to manage risk and explore trading using Machine Learning.
Book Description
The role of a quantitative analyst is very challenging, yet lucrative, so there is a lot of competition for the role in top-tier organizations and investment banks. This book is your go-to resource if you want to equip yourself with the skills required to tackle any real-world problem in quantitative finance using the popular R programming language.
You'll start by getting an understanding of the basics of R and its relevance in the field of quantitative finance. Once you've built this foundation, we'll dive into the practicalities of building financial models in R. This will help you have a fair understanding of the topics as well as their implementation, as the authors have presented some use cases along with examples that are easy to understand and correlate.
We'll also look at risk management and optimization techniques for algorithmic trading. Finally, the book will explain some advanced concepts, such as trading using machine learning, optimizations, exotic options, and hedging.
By the end of this book, you will have a firm grasp of the techniques required to implement basic quantitative finance models in R.
What you will learn
- Get to know the basics of R and how to use it in the field of Quantitative Finance
- Understand data processing and model building using R
- Explore different types of analytical techniques such as statistical analysis, time-series analysis, predictive modeling, and econometric analysis
- Build and analyze quantitative finance models using real-world examples
- How real-life examples should be used to develop strategies
- Performance metrics to look into before deciding upon any model
- Deep dive into the vast world of machine-learning based trading
- Get to grips with algorithmic trading and different ways of optimizing it
- Learn about controlling risk parameters of financial instruments
About the Author
Dr. Param Jeet is a Ph.D. in mathematics from one of India's leading technological institute in Madras (IITM), India. Dr. Param Jeet has a couple of mathematical research papers published in various international journals. Dr. Param Jeet has been into the analytics industry for the last few years and has worked with various leading multinational companies as well as consulted few of companies as a data scientist.
Prashant Vats is a masters in mathematics from one of India’s leading technological institute, IIT Mumbai. Prashant has been into analytics industry for more than 10 years and has worked with various leading multinational companies as well as consulted few of companies as data scientist across several domain.
Table of Contents
- Introduction to R
- Statistical Modeling
- Econometric and Wavelet Analysis
- Time Series Modeling
- Algorithmic Trading
- Trading Using Machine Learning
- Risk Management
- Optimization
- Derivative Pricing
商品描述(中文翻譯)
#### 主要特點
- 了解 R 的基本概念及其在各種量化金融場景中的應用
- 學習各種算法交易技術及如何利用 R 中的工具來優化這些技術
- 包含不同的風險管理方法,並探索使用機器學習進行交易
#### 書籍描述
量化分析師的角色非常具有挑戰性,但同時也相當有利可圖,因此在頂尖組織和投資銀行中競爭激烈。如果您想掌握使用流行的 R 程式語言解決任何現實世界的量化金融問題所需的技能,這本書將是您的最佳資源。
您將首先了解 R 的基本概念及其在量化金融領域的相關性。一旦建立了這個基礎,我們將深入探討在 R 中建立金融模型的實際操作。這將幫助您對主題及其實施有一個公平的理解,因為作者提供了一些易於理解和關聯的案例及示例。
我們還將研究算法交易的風險管理和優化技術。最後,本書將解釋一些進階概念,例如使用機器學習進行交易、優化、異國選擇權和對沖。
在本書結束時,您將對在 R 中實施基本量化金融模型所需的技術有堅實的掌握。
#### 您將學到的內容
- 了解 R 的基本概念及其在量化金融領域的應用
- 理解使用 R 進行數據處理和模型建立
- 探索不同類型的分析技術,如統計分析、時間序列分析、預測建模和計量經濟分析
- 使用現實世界的例子建立和分析量化金融模型
- 如何利用現實生活中的例子來發展策略
- 在決定任何模型之前需要考慮的性能指標
- 深入了解基於機器學習的交易廣闊世界
- 熟悉算法交易及其不同的優化方式
- 學習控制金融工具的風險參數
#### 關於作者
**Dr. Param Jeet** 是印度馬德拉斯(IITM)一所頂尖技術學院的數學博士。Dr. Param Jeet 在多個國際期刊上發表了幾篇數學研究論文。近幾年來,Dr. Param Jeet 一直活躍於分析行業,並與多家領先的跨國公司合作,還作為數據科學家為一些公司提供諮詢。
**Prashant Vats** 是印度一所頂尖技術學院 IIT 孟買的數學碩士。Prashant 在分析行業工作超過 10 年,曾與多家領先的跨國公司合作,並在多個領域作為數據科學家為一些公司提供諮詢。
#### 目錄
1. R 簡介
2. 統計建模
3. 計量經濟學與小波分析
4. 時間序列建模
5. 算法交易
6. 使用機器學習進行交易
7. 風險管理
8. 優化
9. 衍生品定價