文件名称:
R Programming and Its Applications in Financial Mathematics-CRC(2017).pdf
开发工具:
文件大小: 2mb
下载次数: 0
上传时间: 2018-04-06
详细说明： The importance of having basic knowledge of computational methods continues to increase for those working in the nancial services industry. Computational nance theory has developed along with advancements in computing technology. The objective of this book is therefore to present an introduction to the various computing methods used in the nancial service industry, via the R programming language. This book is intended for graduate students who are interested in computational nance, junior bankers, economists and traders work ing in the nance industry. We have several reasons why R has been used, rather than other available languages; e.g., C++, C#, Java, Python, EXCEL VBA, and MatLab, etc. First, R is available free and is an open source programming language. As such it is easily extensible through the addition of packages and has a large and active community of R users. And as a high-level scripting language, it is very easy to set up and to use. Second, R was developed for statistical computation and thus comes equipped with various packages which enable us to do regression analysis and statistical tests, etc. This reduces the time and effort required for implementation of many statistical methods and allows us to execute numerical experiments easily. Third, R comes equipped with a graphic capability to visualize large sets of data and the results of analysis. This is an attractive feature, particularly if we want to produce high-quality graphics for publication. Further, the basics that we learn here with R, are easily applicable to other languages, because many languages, like C# and Python have similar coding logic, albeit different syntax. We expect readers to write and execute the sample code introduced in this book. Following the sample code will help the readers’ understanding of the theory and improve their facility with R. Of course, incomplete understanding of theory may lead to codes which do not work well. However, the process of correcting an incomplete code is an important step in understanding the theory and improving one’s coding technique. We focus on two major aspects of computational nance theory: (1) statistical analysis of nancial data, and (2) the valuation of nancial instruments. We have vi < R Programming and Its Applications in Financial Mathematics divided the book into some parts. Section I of this book is devoted to statistical and time-series analysis, Section II covers the nance theory for the valuation of nancial instruments and we focus on numerical methods for derivative pricing in Section III. This book was rst published in Japanese, derived from sets of lectures given by the authors Ohsaki and Yoshikawa at the Graduate School of Management, Kyoto University in the Spring terms of 2008, 2009 and 2010. The lectures formed the basis of Section II and III, while Chapter 1 and Section I were written for the publication of the Japanese version of the book. Section 3.4.3 and Appendix B were added for the current English version of the book. We would like to thank the publishers, especially, the editor Vijay Primlani for his understanding and patience and Tetsuya Ishii who is the editor of the Japanese version for his understanding regarding the publication of the English version. We also thank Toshifumi Ikemori, Hideki Iwaki, Yoshihiko Uchida, and Zensho Yoshida for their helpful advice and support in completing this manuscript. ...展开收缩
(系统自动生成,下载前可以参看下载内容)
下载文件列表
相关说明
- 本站资源为会员上传分享交流与学习,如有侵犯您的权益,请联系我们删除.
- 本站是交换下载平台，提供交流渠道，下载内容来自于网络，除下载问题外，其它问题请自行百度。
- 本站已设置防盗链，请勿用迅雷、QQ旋风等多线程下载软件下载资源，下载后用WinRAR最新版进行解压.
- 如果您发现内容无法下载，请稍后再次尝试；或者到消费记录里找到下载记录反馈给我们.
- 下载后发现下载的内容跟说明不相乎，请到消费记录里找到下载记录反馈给我们，经确认后退回积分.
- 如下载前有疑问，可以通过点击"提供者"的名字，查看对方的联系方式，联系对方咨询.
