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서지주요정보
Analyzing Financial Data and Implementing Financial Models Using R
서명 / 저자 Analyzing Financial Data and Implementing Financial Models Using R [electronic resource] / by Clifford S. Ang.
저자명 Ang, Clifford S. author. aut http://id.loc.gov/vocabulary/relators/aut
단체명 SpringerLink (Online service)
판사항 2nd ed. 2021.
발행사항 Cham : Springer International Publishing : Imprint: Springer, 2021.
총서명 Springer Texts in Business and Economics, 2192-4341
Online Access https://doi.org/10.1007/978-3-... URL

서지기타정보

서지기타정보
ISBN 9783030641559
기타 표준번호 10.1007/978-3-030-64155-9
청구기호 HD61
형태사항 XVI, 465 p. 63 illus., 56 illus. in color. online resource.
언어 English
내용 Chapter 1 Prices -- Chapter 2 Individual Security Returns -- Chapter 3 Portfolio Returns -- Chapter 4 Risk -- Chapter 5 Factor Models -- Chapter 6 Risk-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.
주제 Financial risk management.
Social sciences --Mathematics.
Statistics .
Risk Management.
Mathematics in Business, Economics and Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
보유판 및 특별호 저록 Springer Nature eBook
Printed edition: 9783030641542 Printed edition: 9783030641566 Printed edition: 9783030641573
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