Financial analytics with R (Record no. 559926)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01741 a2200229 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190108115958.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190108b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781107150751 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIT Kanpur |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0285 |
| Item number | B439f |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Bennett, Mark J. |
| 245 ## - TITLE STATEMENT | |
| Title | Financial analytics with R |
| Remainder of title | building a laptop laboratory for data science |
| Statement of responsibility, etc | Mark J. Bennett and Dirk L. Hugen |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Cambridge |
| Name of publisher | Cambridge University Press |
| Year of publication | 2016 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xvi, 377p |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Are you innately curious about dynamically inter-operating financial markets? Since the crisis of 2008, there is a need for professionals with more understanding about statistics and data analysis, who can discuss the various risk metrics, particularly those involving extreme events. By providing a resource for training students and professionals in basic and sophisticated analytics, this book meets that need. It offers both the intuition and basic vocabulary as a step towards the financial, statistical, and algorithmic knowledge required to resolve the industry problems, and it depicts a systematic way of developing analytical programs for finance in the statistical language R. Build a hands-on laboratory and run many simulations. Explore the analytical fringes of investments and risk management. Bennett and Hugen help profit-seeking investors and data science students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance -- Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Databases R (Computer program language) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Data processing, Finance |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hugen, Dirk L. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| General Stacks | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 02/01/2019 | 2 | 3328.39 | 332.0285 B439f | A184181 | 4160.49 | Books |