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Analyzing Financial Data and Implementing Financial Models Using R Clifford S. Ang

Analyzing Financial Data and Implementing Financial Models Using R By Clifford S. Ang

Analyzing Financial Data and Implementing Financial Models Using R by Clifford S. Ang


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Summary

This advanced undergraduate/graduate textbook teaches students in finance and economics how to use R to analyse financial data and implement financial models.

Analyzing Financial Data and Implementing Financial Models Using R Summary

Analyzing Financial Data and Implementing Financial Models Using R by Clifford S. Ang

This advanced undergraduate/graduate textbook teaches students in finance and economics how to use R to analyse financial data and implement financial models. It demonstrates how to take publically available data and manipulate, implement models and generate outputs typical for particular analyses. A wide spectrum of timely and practical issues in financial modelling are covered including return and risk measurement, portfolio management, option pricing and fixed income analysis. This new edition updates and expands upon the existing material providing updated examples and new chapters on equities, simulation and trading strategies, including machine learnings techniques. Select data sets are available online.

About Clifford S. Ang

Clifford Ang is an Executive Vice Presidentin the Oakland, CA and Chicago, IL offices of Compass Lexecon, where he specializes in valuing businesses & hard-to-value assets and analyzing complex financial statement issues. He has worked on hundreds of engagements involving firms across a broad-spectrum of industries concerning a wide-range of financial and economic issues, such as appraisals, complex asset pricing, solvency, lost profits, market efficiency, loss causation, and damages. Ang also teaches equity and bond valuation courses in DataCamp, an interactive learning platform for data science.


Table of Contents

Chapter 1 Prices.- Chapter 2 Individual Security Returns.- Chapter 3 Portfolio Returns.- Chapter 4 Risk.- Chapter 5 Factor Models.- Chapter 6Risk-Adjusted Portfolio Performance Measures.- Chapter 7 Markowitz Mean-Variance Optimization.- Chapter 8 Fixed Income.- Chapter 9 Options.- Appendix A Getting Started with R. Appendix B Constructing a Hypothetical Portfolio.

Additional information

NPB9783030641542
9783030641542
3030641546
Analyzing Financial Data and Implementing Financial Models Using R by Clifford S. Ang
New
Hardback
Springer Nature Switzerland AG
2021-06-24
465
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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