Analyzing Financial Data and Implementing Financial Models Using R (Springer Texts in Business and Economics)
暫譯: 使用 R 分析金融數據與實施金融模型 (Springer 商業與經濟系列)
Clifford S. S. Ang
- 出版商: Springer
- 出版日期: 2016-10-06
- 售價: $2,660
- 貴賓價: 9.5 折 $2,527
- 語言: 英文
- 頁數: 368
- 裝訂: Paperback
- ISBN: 331935731X
- ISBN-13: 9783319357317
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相關分類:
R 語言、經濟學 Economy
海外代購書籍(需單獨結帳)
商品描述
This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate such data, implement the models, and generate typical output expected for a particular analysis.
This text aims to overcome several common obstacles in teaching financial modeling. First, most texts do not provide students with enough information to allow them to implement models from start to finish. In this book, we walk through each step in relatively more detail and show intermediate R output to help students make sure they are implementing the analyses correctly. Second, most books deal with sanitized or clean data that have been organized to suit a particular analysis. Consequently, many students do not know how to deal with real-world data or know how to apply simple data manipulation techniques to get the real-world data into a usable form. This book will expose students to the notion of data checking and make them aware of problems that exist when using real-world data. Third, most classes or texts use expensive commercial software or toolboxes. In this text, we use R to analyze financial data and implement models. R and the accompanying packages used in the text are freely available; therefore, any code or models we implement do not require any additional expenditure on the part of the student.
Demonstrating rigorous techniques applied to real-world data, this text covers a wide spectrum of timely and practical issues in financial modeling, including return and risk measurement, portfolio management, options pricing, and fixed income analysis.
商品描述(中文翻譯)
這本書是一本全面介紹財務模型的書籍,教導高年級本科生和研究生如何使用 R 來分析財務數據和實施財務模型。本書將展示學生如何獲取公開可用的數據、操作這些數據、實施模型,並生成特定分析所期望的典型輸出。
本書旨在克服教學財務模型時常見的幾個障礙。首先,大多數書籍未能提供足夠的信息,讓學生能夠從頭到尾實施模型。在本書中,我們將每一步驟詳細說明,並展示中間的 R 輸出,以幫助學生確保他們正確地實施分析。其次,大多數書籍處理的是經過整理或清理的數據,這些數據已經被組織以適應特定的分析。因此,許多學生不知道如何處理現實世界的數據,或不知道如何應用簡單的數據操作技術將現實世界的數據轉換為可用的形式。本書將讓學生接觸到數據檢查的概念,並使他們意識到使用現實世界數據時存在的問題。第三,大多數課程或書籍使用昂貴的商業軟體或工具箱。在本書中,我們使用 R 來分析財務數據和實施模型。R 及其附帶的套件是免費提供的;因此,我們實施的任何代碼或模型都不需要學生額外支出。
本書展示了應用於現實世界數據的嚴謹技術,涵蓋了財務模型中一系列及時且實用的議題,包括回報和風險測量、投資組合管理、選擇權定價和固定收益分析。