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Computational Finance - An Introductory Course with R (Hardcover, 2014 ed.) Loot Price: R2,392
Discovery Miles 23 920
Computational Finance - An Introductory Course with R (Hardcover, 2014 ed.): Argimiro Arratia

Computational Finance - An Introductory Course with R (Hardcover, 2014 ed.)

Argimiro Arratia

Series: Atlantis Studies in Computational Finance and Financial Engineering, 1

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Loot Price R2,392 Discovery Miles 23 920 | Repayment Terms: R224 pm x 12*

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The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics of Finance. In that regard it is unique in its kind, for it touches upon the basic principles of all three main components of CF, with hands-on examples for programming models in R. Thus, the first chapter gives an introduction to the Principles of Corporate Finance: the markets of stock and options, valuation and economic theory, framed within Computation and Information Theory (e.g. the famous Efficient Market Hypothesis is stated in terms of computational complexity, a new perspective). Chapters 2 and 3 give the necessary tools of Statistics for analyzing financial time series, it also goes in depth into the concepts of correlation, causality and clustering. Chapters 4 and 5 review the most important discrete and continuous models for financial time series. Each model is provided with an example program in R. Chapter 6 covers the essentials of Technical Analysis (TA) and Fundamental Analysis. This chapter is suitable for people outside academics and into the world of financial investments, as a primer in the methods of charting and analysis of value for stocks, as it is done in the financial industry. Moreover, a mathematical foundation to the seemly ad-hoc methods of TA is given, and this is new in a presentation of TA. Chapter 7 reviews the most important heuristics for optimization: simulated annealing, genetic programming, and ant colonies (swarm intelligence) which is material to feed the computer savvy readers. Chapter 8 gives the basic principles of portfolio management, through the mean-variance model, and optimization under different constraints which is a topic of current research in computation, due to its complexity. One important aspect of this chapter is that it teaches how to use the powerful tools for portfolio analysis from the RMetrics R-package. Chapter 9 is a natural continuation of chapter 8 into the new area of research of online portfolio selection. The basic model of the universal portfolio of Cover and approximate methods to computeare alsodescribed."

General

Imprint: Atlantis Press (Zeger Karssen)
Country of origin: Netherlands
Series: Atlantis Studies in Computational Finance and Financial Engineering, 1
Release date: May 2014
First published: 2014
Authors: Argimiro Arratia
Dimensions: 235 x 155 x 22mm (L x W x T)
Format: Hardcover
Pages: 301
Edition: 2014 ed.
ISBN-13: 978-9462390690
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
Books > Computing & IT > Computer software packages > Other software packages > Mathematical & statistical software
Books > Money & Finance > General
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LSN: 946239069X
Barcode: 9789462390690

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