Overview
- Features new chapters on equities, simulation and trading strategies
- Provides updated discussions and revised examples
- Guides students step-by-step through the modeling process and reports intermediate output
- Instructs students to analyze financial data and implement financial models using R using real-world data
Part of the book series: Springer Texts in Business and Economics (STBE)
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Table of contents (12 chapters)
Keywords
About this book
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.
Authors and Affiliations
About the author
Clifford Ang is an Executive Vice President in 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.
Bibliographic Information
Book Title: Analyzing Financial Data and Implementing Financial Models Using R
Authors: Clifford S. Ang
Series Title: Springer Texts in Business and Economics
DOI: https://doi.org/10.1007/978-3-030-64155-9
Publisher: Springer Cham
eBook Packages: Computer Science, Computer Science (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021
Hardcover ISBN: 978-3-030-64154-2Published: 24 June 2021
Softcover ISBN: 978-3-030-64157-3Published: 25 June 2022
eBook ISBN: 978-3-030-64155-9Published: 23 June 2021
Series ISSN: 2192-4333
Series E-ISSN: 2192-4341
Edition Number: 2
Number of Pages: XVI, 465
Number of Illustrations: 7 b/w illustrations, 56 illustrations in colour
Topics: Risk Management, Quantitative Finance, Statistics for Business, Management, Economics, Finance, Insurance