Computational Finance with R

Sen, Rituparna, Das, Sourish

Computational Finance with R
  • 出版商: Springer
  • 出版日期: 2024-05-18
  • 售價: $4,360
  • 貴賓價: 9.5 折 $4,142
  • 語言: 英文
  • 頁數: 353
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 9811920109
  • ISBN-13: 9789811920103

    • 海外代購書籍(需單獨結帳)

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商品描述

This book prepares students to execute the quantitative and computational needs of the finance industry. The quantitative methods are explained in detail with examples from real financial problems like option pricing, risk management, portfolio selection, etc. Codes are provided in R programming language to execute the methods. Tables and figures, often with real data, illustrate the codes. References to related work are intended to aid the reader to pursue areas of specific interest in further detail. The comprehensive background with economic, statistical, mathematical, and computational theory strengthens the understanding. The coverage is broad, and linkages between different sections are explained. The primary audience is graduate students, while it should also be accessible to advanced undergraduates. Practitioners working in the finance industry will also benefit.

商品描述(中文翻譯)

這本書旨在幫助學生掌握金融業的量化和計算需求。書中詳細解釋了量化方法，並通過實際金融問題（如期權定價、風險管理、投資組合選擇等）的例子進行說明。書中提供了使用R編程語言執行這些方法的程式碼。表格和圖表通常使用真實數據來說明程式碼。相關工作的參考資料旨在幫助讀者進一步深入研究特定領域。全面的背景知識包括經濟學、統計學、數學和計算理論，有助於加深理解。內容涵蓋範圍廣泛，並解釋了不同部分之間的聯繫。主要的讀者群體是研究生，同時也適合高年級本科生閱讀。金融業從業人員也能從中受益。

作者簡介

Rituparna Sen is Associate Professor at the Applied Statistics Division, Indian Statistical Institute, Bangalore Centre, Karnataka, India. Earlier, she was Assistant Professor at the University of California at Davis from 2004-2011. With a Ph.D. in statistics from the University of Chicago, USA, she has been internationally recognized for her outstanding contributions to the applications of statistical theory and methods in finance and for her initiative and leadership in research, teaching, and mentoring in this area. She is on the editorial board of the Applied Stochastic Models in Business and Industry journal and several other journals. Rituparna is an elected member of the International Statistical Institute and a council member of the International Society for Business and Industrial Statistics. She has been awarded the Young Statistical Scientist Award by the International Indian Statistical Association in the Applications category and the Best Student Paper Award by the American Statistical Association section on the Statistical Computing and Women in Mathematical Sciences award by Technical University of Munich, Germany.

Sourish Das is Associate Professor of mathematics at Chennai Mathematical Institute (CMI), Tamil Nadu, India. At CMI, he teaches data science courses, including statistical finance using R and Python. His research interests are in Bayesian methodology, machine learning on big data in statistical finance, and environmental statistics. He did his Ph.D. in statistics from the University of Connecticut and postdoctoral work at Duke University, USA. He was awarded the UK Commonwealth Rutherford Fellowship to visit the University of Southampton, UK. He was awarded the Best Student Research Paper by the American Statistical Association section on Bayesian statistics.

作者簡介(中文翻譯)

Rituparna Sen是印度統計研究所應用統計學部門的副教授，位於印度卡納塔克邦班加羅爾中心。在此之前，她曾在2004年至2011年間擔任加州大學戴維斯分校的助理教授。她在芝加哥大學獲得統計學博士學位，以其在金融領域中統計理論和方法的傑出貢獻以及在該領域的研究、教學和指導方面的倡議和領導能力而受到國際認可。她是《應用隨機模型在商業和工業中》期刊和其他幾本期刊的編輯委員會成員。Rituparna是國際統計學會的當選會員，也是國際商業和工業統計學會的理事會成員。她曾獲得國際印度統計學會在應用領域的年輕統計學家獎，以及美國統計學會統計計算和數學科學中的最佳學生論文獎和德國慕尼黑工業大學的最佳女性研究論文獎。

Sourish Das是印度泰米爾納德邦的數學副教授，就職於印度金奈數學研究所（CMI）。在CMI，他教授數據科學課程，包括使用R和Python進行統計金融。他的研究興趣包括貝葉斯方法論、統計金融中的大數據機器學習和環境統計學。他在康涅狄格大學獲得統計學博士學位，並在美國杜克大學進行博士後研究。他獲得了英國聯邦拉瑟福德獎學金，以訪問英國南安普頓大學。他曾獲得美國統計學會貝葉斯統計學分會的最佳學生研究論文獎。

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