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Mastering R for Quantitative Finance : Use R to optimize your trading strategy and build up your own risk management system - Edina Berlinger

Mastering R for Quantitative Finance

Use R to optimize your trading strategy and build up your own risk management system

By: Edina Berlinger, Gergely Gabler, Ferenc Illes, Milan Badics, Istvan Margitai

eText | 10 March 2015 | Edition Number 1

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Book Description

This book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in quantitative finance and you also need to have a reasonable knowledge of R.

What you will learn

  • Analyze high frequency financial data
  • Build, calibrate, test, and implement theoretical models such as cointegration, VAR, GARCH, APT, BlackScholes, Margrabe, logoptimal portfolios, coreperiphery, and contagion
  • Solve practical, realworld financial problems in R related to big data, discrete hedging, transaction costs, and more.
  • Discover simulation techniques and apply them to situations where analytical formulas are not available
  • Create a winning arbitrage, speculation, or hedging strategy customized to your risk preferences
  • Understand relationships between market factors and their impact on your portfolio
  • Assess the tradeoff between accuracy and the cost of your trading strategy

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You Can Find This eBook In

Non-FictionComputing & I.T.Business ApplicationsMathematical & Statistical SoftwareAccounting SoftwareOperating SystemsComputer Programming & Software Development

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