Applied Probabilistic Calculus for Financial Engineering (Hardcover)

Idioma: inglés

Editorial: John Wiley & Sons Inc, New York, 2017

1119387612 / 9781119387619

Librería: CitiRetail, Stevenage, Reino UnidoCitiRetail

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Hardcover. Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. It begins by introducing all the necessary probabilistic and statistical foundations, before moving on to topics related to asset allocation and portfolio optimization with R codes illustrated for various examples. This clear and concise book covers financial engineering, using R in data analysis, and univariate, bivariate, and multivariate data analysis. It examines probabilistic calculus for modeling financial engineeringwalking the reader through building an effective financial model from the Geometric Brownian Motion (GBM) Model via probabilistic calculus, while also covering Ito Calculus. Classical mathematical models in financial engineering and modern portfolio theory are discussedalong with the Two Mutual Fund Theorem and The Sharpe Ratio. The book also looks at R as a calculator and using R in data analysis in financial engineering. Additionally, it covers asset allocation using R, financial risk modeling and portfolio optimization using R, global and local optimal values, locating functional maxima and minima, and portfolio optimization by performance analytics in CRAN. Covers optimization methodologies in probabilistic calculus for financial engineeringAnswers the question: What does a "Random Walk" Financial Theory look like?Covers the GBM Model and the Random Walk ModelExamines modern theories of portfolio optimization, including The Markowitz Model of Modern Portfolio Theory (MPT), The Black-Litterman Model, and The Black-Scholes Option Pricing Model Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R s an ideal reference for professionals and students in economics, econometrics, and finance, as well as for financial investment quants and financial engineers. Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

N° de ref. del artículo 9781119387619

Título
Applied Probabilistic Calculus for Financial Engineering (Hardcover)
Autor
Bertram K.C. Chan
Editorial
John Wiley & Sons Inc, New York
Año de publicación
2017
Estado
new
Encuadernación
Hardcover
Idioma
inglés
ISBN 10
1119387612
ISBN 13
9781119387619

CitiRetail

Stevenage, Reino Unido

Vendedor de 5 estrellas

Vendedor de IberLibro desde 29 de junio de 2022

Tarifas de envío de Reino Unido a Estados Unidos de America

ArtículoDe 7 a 14 días hábilesDe 7 a 60 días hábiles
Primer artículoEUR 43,72EUR 43,72
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