R programming and its applications in financial mathematics
By: Ohsaki, Shuichi.
Contributor(s): Ruppert-Felsot, Jori | Yoshikawa, Daisuke.
Publisher: Boca Raton CRC Press 2018Description: ix, 248p.ISBN: 9781498766098.Subject(s): Finance -- Mathematical models | Finance -- Mathematical models -- Data processingDDC classification: 332.0285 | Oh6r Summary: 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.| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
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Books
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PK Kelkar Library, IIT Kanpur | General Stacks | 332.0285 Oh6r (Browse shelf) | Available | A184277 |
Browsing PK Kelkar Library, IIT Kanpur Shelves , Collection code: General Stacks Close shelf browser
| 332.02400954 C349R REGULATORY STRUCTURE FOR FINANCIAL SECTOR | 332.0285 B439f Financial analytics with R | 332.0285 N856 Novel methods in computational finance | 332.0285 Oh6r R programming and its applications in financial mathematics | 332.0285632 AR78 ARTIFICIAL NEURAL NETWORKS IN FINANCE AND MANUFACTURING | 332.041 B231 MONOPOLY CAPITAL | 332.041 R145V VENTURE CAPITAL AND THE INDIAN FINANCIAL SECTOR |
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.
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