000			02833 a2200253 4500
003			ISI Library, Kolkata
005			20240611052253.0
008			240403b |||||||| |||| 00| 0 eng d
020			_a9783030641573
040			_aISI Library _bEnglish
082	0	4	_223 _aSB:332 _bAn581
100	1		_aAng, Clifford S _eauthor
245	1		_aAnalyzing financial data and implementing financial models using R/ _cClifford S Ang
250			_a2nd
260			_aSwitzerland: _bSpringer Nature, _c2021
300			_axvi, 465 pages _c23.5 cm.
490	0		_aSpringer Texts in Business and Economics
504			_aIncludes index
505	0		_aPrices -- 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			_aThis 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. 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. 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.
650			_aFinancial Economics _vStatistical Application
650			_aFinancial Modeling _vUsing R
942			_2ddc _cBK
999			_c433246 _d433246