Analyzing Financial Data and Implementing Financial Models Using R - Couverture rigide

Ang, Clifford S.

Couverture rigide

ISBN 10 : 3030641546 ISBN 13 : 9783030641542

Editeur : Springer Nature Switzerland AG, 2021

Synopsis

Chapter 1 Prices.- Chapter 2 Individual Security Returns.- Chapter 3 Portfolio Returns.- Chapter 4 Risk.- Chapter 5 Factor Models.- Chapter 6 Risk-Adjusted Portfolio Performance Measures.- Chapter 7 Markowitz Mean-Variance Optimization.- Chapter 8 Fixed Income.- Chapter 9 Options.- Appendix A Getting Started with R. Appendix B Constructing a Hypothetical Portfolio.

A propos du livre

À propos de l?auteur

Clifford Ang is an Executive Vice President in the Oakland, CA and Chicago, IL offices of Compass Lexecon, where he specializes in valuing businesses & hard-to-value assets and analyzing complex financial statement issues. He has worked on hundreds of engagements involving firms across a broad-spectrum of industries concerning a wide-range of financial and economic issues, such as appraisals, complex asset pricing, solvency, lost profits, market efficiency, loss causation, and damages. Ang also teaches equity and bond valuation courses in DataCamp, an interactive learning platform for data science.

Détails de l'édition

• Éditeur: Springer Nature Switzerland AG
• Date d'édition: 2021
• Langue: anglais
• ISBN 10: 3030641546
• ISBN 13: 9783030641542
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 481
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne