Essentials of Excel Vba, Python, and R: Volume II: Financial Derivatives, Risk Management and Machine Learning

Lee, John, Chang, Jow-Ran, Kao, Lie-Jane

  • 出版商: Springer
  • 出版日期: 2024-03-26
  • 售價: $4,700
  • 貴賓價: 9.5$4,465
  • 語言: 英文
  • 頁數: 523
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 3031142853
  • ISBN-13: 9783031142857
  • 相關分類: ExcelPython程式語言R 語言Machine Learning
  • 海外代購書籍(需單獨結帳)

相關主題

商品描述

This advanced textbook for business statistics teaches, statistical analyses and research methods utilizing business case studies and financial data with the applications of Excel VBA, Python and R. Each chapter engages the reader with sample data drawn from individual stocks, stock indices, options, and futures. Now in its second edition, it has been expanded into two volumes, each of which is devoted to specific parts of the business analytics curriculum. To reflect the current age of data science and machine learning, the used applications have been updated from Minitab and SAS to Python and R, so that readers will be better prepared for the current industry.
This second volume is designed for advanced courses in financial derivatives, risk management, and machine learning and financial management. In this volume we extensively use Excel, Python, and R to analyze the above-mentioned topics. It is also a comprehensive reference for active statistical finance scholars and business analysts who are looking to upgrade their toolkits. Readers can look to the first volume for dedicated content on financial statistics, and portfolio analysis.

作者簡介

John C. Lee is Director of the Center for PBBEF Research. A Microsoft Certified Professional in Microsoft Visual Basic and Microsoft Excel VBA, Mr. Lee has worked over 20 years in both the business and technical fields as an accountant, auditor, systems analyst, as well as a business software developer. Formerly, the Senior Technology Officer at the Chase Manhattan Bank and Assistant Vice President at Merrill Lynch, he is also the author of Business and Financial Statistics Using Minitab 12 and Microsoft Excel 97, as well as Financial Analysis, Planning and Forecasting with Cheng-Few Lee and Alice Lee.
Jow-Ran Chang is Professor and Department Chairperson of the Department of Quantitative Finance at National Tsing Hua University (Taiwan). He is the author of Financial Engineering and Computational Finance: A Matlab-based Introduction (2007). Dr. Chang's research focuses on asset pricing, risk management, financial management, and financial product design.
Lie-Jane Kao is a Professor and Dean of the college of Finance at Takming University of Science and Technology (Taiwan). Dr. Kao's research focuses on quantitative financial/risk modeling, machine learning in finance, blockchain and its application, and had published papers in relevant Journals, including Review of Derivatives Research, Economic Modelling, International Journal of Information Technology and Decision Making, International Review of Economics & Finance, etc.
Cheng-Few Lee is a Distinguished Professor of Finance at Rutgers Business School, Rutgers University and was chairperson of the Department of Finance from 1988-1995. He has also served on the faculty of the University of Illinois (IBE Professor of Finance) and the University of Georgia. He has maintained academic and consulting ties in Taiwan, Hong Kong, China and the United States for the past three decades. He has been a consultant to many prominent groups including, the American Insurance Group, the World Bank, the United Nations, The Marmon Group Inc., Wintek Corporation, and Polaris Financial Group.Professor Lee founded the Review of Quantitative Finance and Accounting (RQFA) in 1990 and the Review of Pacific Basin Financial Markets and Policies (RPBFMP) in 1998, and serves as managing editor for both journals. He was also a co-editor of the Financial Review (1985-1991) and the Quarterly Review of Economics and Finance (1987-1989).In the past 42 years, Dr. Lee has written numerous textbooks ranging in subject matters from financial management to corporate finance, security analysis and portfolio management to financial analysis, planning and forecasting, and business statistics. In addition, he edited five popular books, Encyclopedia of Finance (with Alice C. Lee), Handbook of Quantitative Finance and Risk Management (with Alice C. Lee and John Lee), Handbook of Financial Econometrics and Statistics, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, and Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives. Dr. Lee has also published more than 250 articles in more than 20 different journals in finance, accounting, economics, statistics, and management. Professor Lee was ranked the most published finance professor worldwide during the period 1953-2008.Professor Lee was the intellectual force behind the creation of the new Masters of Quantitative Finance program at Rutgers University. This program began in 2001 and has been ranked as one of the top fifteen quantitative finance programs in the United States. Professor Lee started the Conference on Financial Economics and Accounting in 1989. This conference is a consortium of Rutgers University, New York University, Temple University, University of Maryland, Georgia State University, Tulane University, Indiana University, and University of Toronto. This conference is the most well-known conference in finance and accounting.

作者簡介(中文翻譯)

John C. Lee是PBBEF研究中心的主任。作為微軟認證的專業人士,他在Microsoft Visual Basic和Microsoft Excel VBA方面擁有豐富的經驗。Lee先生在會計、審計、系統分析以及商業軟體開發等商業和技術領域擁有超過20年的工作經驗。他曾擔任Chase Manhattan Bank的高級技術官員和Merrill Lynch的助理副總裁。他還是《Business and Financial Statistics Using Minitab 12 and Microsoft Excel 97》和《Financial Analysis, Planning and Forecasting》(與Cheng-Few Lee和Alice Lee合著)的作者。

Jow-Ran Chang是國立清華大學(台灣)量化金融系的教授和系主任。他是《Financial Engineering and Computational Finance: A Matlab-based Introduction》(2007年)的作者。Chang博士的研究重點是資產定價、風險管理、財務管理和金融產品設計。

高麗珍是台灣德明科技大學金融學院的教授和院長。高博士的研究重點是量化金融/風險建模、金融中的機器學習、區塊鏈及其應用,並在相關期刊上發表了多篇論文,包括《Review of Derivatives Research》、《Economic Modelling》、《International Journal of Information Technology and Decision Making》、《International Review of Economics & Finance》等。

Cheng-Few Lee是羅格斯大學商學院的傑出金融學教授,並在1988年至1995年擔任金融系主任。他還曾在伊利諾伊大學(IBE金融學教授)和喬治亞大學任教。在過去三十年中,他在台灣、香港、中國和美國保持著學術和咨詢聯繫。他曾擔任許多知名機構的顧問,包括美國保險集團、世界銀行、聯合國、Marmon集團、Wintek Corporation和Polaris Financial Group。Lee教授於1990年創辦了《Review of Quantitative Finance and Accounting》(RQFA),並擔任該期刊的總編輯。他還於1998年創辦了《Review of Pacific Basin Financial Markets and Policies》(RPBFMP),並擔任該期刊的總編輯。他還曾擔任《Financial Review》(1985-1991年)和《Quarterly Review of Economics and Finance》(1987-1989年)的合編。在過去的42年中,Lee博士撰寫了眾多教科書,涵蓋了從財務管理到公司金融、證券分析和投資組合管理、財務分析、規劃和預測以及商業統計等主題。此外,他還編輯了五本受歡迎的書籍,《Encyclopedia of Finance》(與Alice C. Lee合著)、《Handbook of Quantitative Finance and Risk Management》(與Alice C. Lee和John Lee合著)、《Handbook of Financial Econometrics and Statistics》、《Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning》和《Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives》。Lee博士還在金融、會計、經濟、統計和管理等20多個不同的期刊上發表了250多篇文章。在1953年至2008年期間,Lee教授在全球發表的金融學文章數量最多。

Lee教授是羅格斯大學新量化金融碩士課程的創立者。該課程始於2001年,被評為美國排名前15的量化金融課程之一。Lee教授於1989年開始了金融經濟學和會計學會議。該會議是羅格斯大學、紐約大學、天普大學、馬里蘭大學、喬治亞州立大學、杜蘭大學、印第安納大學和多倫多大學的聯合會議。該會議是金融領域最著名的會議之一。