MARC details
| 000 -LEADER |
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| fixed length control field |
02833 a2200253 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240611052253.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
240403b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783030641573 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
ISI Library |
| Language of cataloging |
English |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Edition number |
23 |
| Classification number |
SB:332 |
| Item number |
An581 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Ang, Clifford S |
| Relator term |
author |
| 245 1# - TITLE STATEMENT |
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| Title |
Analyzing financial data and implementing financial models using R/ |
| Statement of responsibility, etc |
Clifford S Ang |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
2nd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
Switzerland: |
| Name of publisher, distributor, etc |
Springer Nature, |
| Date of publication, distribution, etc |
2021 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvi, 465 pages |
| Dimensions |
23.5 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Springer Texts in Business and Economics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes index |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Prices -- Individual security returns -- Portfolio returns -- Risk -- Factor models -- Risk-adjusted portfolio performance measures -- Markowitz mean- variance optimization -- Equities -- Fixed income -- Options -- Simulation -- Trading strategies -- Getting started with R |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate such data, implement the models, and generate typical output expected for a particular analysis.<br/><br/>This text aims to overcome several common obstacles in teaching financial modeling. First, most texts do not provide students with enough information to allow them to implement models from start to finish. In this book, we walk through each step in relatively more detail and show intermediate R output to help students make sure they are implementing the analyses correctly. Second, most books deal with sanitized or clean data that have been organized to suit a particular analysis. Consequently, many students do not know how to deal with real-world data or know how to apply simple data manipulation techniques to get the real-world data into a usable form. This book will expose students to the notion of data checking and make them aware of problems that exist when using real-world data. Third, most classes or texts use expensive commercial software or toolboxes. In this text, we use R to analyze financial data and implement models. R and the accompanying packages used in the text are freely available; therefore, any code or models we implement do not require any additional expenditure on the part of the student.<br/><br/>Demonstrating rigorous techniques applied to real-world data, this text covers a wide spectrum of timely and practical issues in financial modeling, including return and risk measurement, portfolio management, options pricing, and fixed income analysis.<br/> |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial Economics |
| Form subdivision |
Statistical Application |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial Modeling |
| Form subdivision |
Using R |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
