R programming and its applications in financial mathematics (Record no. 559958)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01840 a2200229 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190102173209.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190102b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781498766098 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIT Kanpur |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0285 |
| Item number | Oh6r |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Ohsaki, Shuichi |
| 245 ## - TITLE STATEMENT | |
| Title | R programming and its applications in financial mathematics |
| Statement of responsibility, etc | Shuichi Ohsaki, Jori Ruppert-Felsot and Daisuke Yoshikawa |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | CRC Press |
| Year of publication | 2018 |
| Place of publication | Boca Raton |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | ix, 248p |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book provides an introduction to R programming and a summary of financial mathematics. It is not always easy for graduate students to grasp an overview of the theory of finance in an abstract form. For newcomers to the finance industry, it is not always obvious how to apply the abstract theory to the real financial data they encounter. Introducing finance theory alongside numerical applications makes it easier to grasp the subject. Popular programming languages like C++, which are used in many financial applications are meant for general-purpose requirements. They are good for implementing large-scale distributed systems for simultaneously valuing many financial contracts, but they are not as suitable for small-scale ad-hoc analysis or exploration of financial data. The R programming language overcomes this problem. R can be used for numerical applications including statistical analysis, time series analysis, numerical methods for pricing financial contracts, etc. This book provides an overview of financial mathematics with numerous examples numerically illustrated using the R programming language. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance -- Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance -- Mathematical models -- Data processing |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ruppert-Felsot, Jori |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Yoshikawa, Daisuke |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Permanent Location | Current Location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| General Stacks | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 2019-01-31 | 60 | 6729.04 | 332.0285 Oh6r | A184277 | 8411.30 | Books |