Analyzing Financial Data and Implementing Financial Models Using R
Authors: Ang, Clifford S.
- 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
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- About this Textbook
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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 the authors
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Clifford Ang is Senior Vice President at Compass Lexecon in Oakland, CA, USA, 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, securities, lost profits, taxes, and damages. Ang also teaches equity and bond valuation courses in DataCamp, an interactive learning platform for data science.
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Bibliographic Information
- 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
- Copyright
- 2021
- Publisher
- Springer International Publishing
- Copyright Holder
- The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG
- eBook ISBN
- 978-3-030-64155-9
- DOI
- 10.1007/978-3-030-64155-9
- Hardcover ISBN
- 978-3-030-64154-2
- Series ISSN
- 2192-4333
- Edition Number
- 2
- Number of Pages
- VIII, 492
- Number of Illustrations
- 7 b/w illustrations, 56 illustrations in colour
- Topics
