| 书目名称 | Computational Finance | | 副标题 | An Introductory Cour | | 编辑 | Argimiro Arratia | | 视频video | | | 概述 | Teaches how to use the statistical tools and methods available in the free software R, for processing and analyzing real financial data.Numerous step-by-step examples of programming in R will teach th | | 丛书名称 | Atlantis Studies in Computational Finance and Financial Engineering | | 图书封面 |  | | 描述 | .The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics of Finance. In that regard it is unique in its kind, for it touches upon the basic principles of all three main components of CF, with hands-on examples for programming models in R. Thus, the first chapter gives an introduction to the Principles of Corporate Finance: the markets of stock and options, valuation and economic theory, framed within Computation and Information Theory (e.g. the famous Efficient Market Hypothesis is stated in terms of computational complexity, a new perspective). Chapters 2 and 3 give the necessary tools of Statistics for analyzing financial time series, it also goes in depth into the concepts of correlation, causality and clustering. Chapters 4 and 5 review the most important discrete and continuous models for financial time series. Each model is provided with an example program in R. Chapter 6 covers the essentials of Technical Analysis (TA) and Fundamental Analysis. This chapter is suitable for people outside academics and into the world of financial investments, as a primer in the methods of c | | 出版日期 | Textbook 2014 | | 关键词 | computational finance; optimization heuristics; portfolio optimization; statistical computing; time seri | | 版次 | 1 | | doi | https://doi.org/10.2991/978-94-6239-070-6 | | isbn_ebook | 978-94-6239-070-6Series ISSN 2352-3255 Series E-ISSN 2352-3115 | | issn_series | 2352-3255 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature B.V. 201 |
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发表于 2025-3-21 19:31:27
