Learning Quantitative Finance with R - Couverture souple

Jeet, Dr. Param; Vats, Prashant

 
9781786462411: Learning Quantitative Finance with R
Couverture souple
ISBN 10 : 1786462419 ISBN 13 : 9781786462411
Editeur : Packt Publishing, 2017

Synopsis

Key Features

  • Understand the basics of R and how they can be applied in various Quantitative Finance scenarios
  • Learn various algorithmic trading techniques and ways to optimize them using the tools available in R.
  • Contain different methods to manage risk and explore trading using Machine Learning.

Book Description

The role of a quantitative analyst is very challenging, yet lucrative, so there is a lot of competition for the role in top-tier organizations and investment banks. This book is your go-to resource if you want to equip yourself with the skills required to tackle any real-world problem in quantitative finance using the popular R programming language.

You'll start by getting an understanding of the basics of R and its relevance in the field of quantitative finance. Once you've built this foundation, we'll dive into the practicalities of building financial models in R. This will help you have a fair understanding of the topics as well as their implementation, as the authors have presented some use cases along with examples that are easy to understand and correlate.

We'll also look at risk management and optimization techniques for algorithmic trading. Finally, the book will explain some advanced concepts, such as trading using machine learning, optimizations, exotic options, and hedging.

By the end of this book, you will have a firm grasp of the techniques required to implement basic quantitative finance models in R.

What you will learn

  • Get to know the basics of R and how to use it in the field of Quantitative Finance
  • Understand data processing and model building using R
  • Explore different types of analytical techniques such as statistical

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Key Features

  • Understand the basics of R and how they can be applied in various Quantitative Finance scenarios
  • Learn various algorithmic trading techniques and ways to optimize them using the tools available in R.
  • Contain different methods to manage risk and explore trading using Machine Learning.

Book Description

The role of a quantitative analyst is very challenging, yet lucrative, so there is a lot of competition for the role in top-tier organizations and investment banks. This book is your go-to resource if you want to equip yourself with the skills required to tackle any real-world problem in quantitative finance using the popular R programming language.

You'll start by getting an understanding of the basics of R and its relevance in the field of quantitative finance. Once you've built this foundation, we'll dive into the practicalities of building financial models in R. This will help you have a fair understanding of the topics as well as their implementation, as the authors have presented some use cases along with examples that are easy to understand and correlate.

We'll also look at risk management and optimization techniques for algorithmic trading. Finally, the book will explain some advanced concepts, such as trading using machine learning, optimizations, exotic options, and hedging.

By the end of this book, you will have a firm grasp of the techniques required to implement basic quantitative finance models in R.

What you will learn

  • Get to know the basics of R and how to use it in the field of Quantitative Finance
  • Understand data processing and model building using R
  • Explore different types of analytical techniques such as statistical

Biographie de l'auteur

Dr. Param Jeet

Dr. Param Jeet is a Ph.D. in mathematics from one of India's leading technological institute in Madras (IITM), India. Dr. Param Jeet has a couple of mathematical research papers published in various international journals. Dr. Param Jeet has been into the analytics industry for the last few years and has worked with various leading multinational companies as well as consulted few of companies as a data scientist.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Packt Publishing
Date d'édition
2017
Langue
anglais
ISBN 10 
1786462419
ISBN 13 
9781786462411
Reliure
Broché
Nombre de pages
284
Coordonnées du fabricant
non disponible
Personne responsable
non disponible