000			01840 a2200229 4500
005			20190102173209.0
008			190102b xxu||||| |||| 00| 0 eng d
020			_a9781498766098
040			_cIIT Kanpur
041			_aeng
082			_a332.0285 _bOh6r
100			_aOhsaki, Shuichi
245			_aR programming and its applications in financial mathematics _cShuichi Ohsaki, Jori Ruppert-Felsot and Daisuke Yoshikawa
260			_bCRC Press _c2018 _aBoca Raton
300			_aix, 248p
520			_aThis 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			_aFinance -- Mathematical models
650			_aFinance -- Mathematical models -- Data processing
700			_aRuppert-Felsot, Jori
700			_aYoshikawa, Daisuke
942			_cBK
999			_c559958 _d559958