000			01741 a2200229 4500
005			20190108115958.0
008			190108b xxu||||| |||| 00| 0 eng d
020			_a9781107150751
040			_cIIT Kanpur
041			_aeng
082			_a332.0285 _bB439f
100			_aBennett, Mark J.
245			_aFinancial analytics with R _bbuilding a laptop laboratory for data science _cMark J. Bennett and Dirk L. Hugen
260			_aCambridge _bCambridge University Press _c2016
300			_axvi, 377p
520			_aAre you innately curious about dynamically inter-operating financial markets? Since the crisis of 2008, there is a need for professionals with more understanding about statistics and data analysis, who can discuss the various risk metrics, particularly those involving extreme events. By providing a resource for training students and professionals in basic and sophisticated analytics, this book meets that need. It offers both the intuition and basic vocabulary as a step towards the financial, statistical, and algorithmic knowledge required to resolve the industry problems, and it depicts a systematic way of developing analytical programs for finance in the statistical language R. Build a hands-on laboratory and run many simulations. Explore the analytical fringes of investments and risk management. Bennett and Hugen help profit-seeking investors and data science students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.
650			_aFinance -- Mathematical models
650			_aDatabases R (Computer program language)
650			_aData processing, Finance
700			_aHugen, Dirk L.
942			_cBK
999			_c559926 _d559926