LEADER 04762nam 22007095 450 001 9910298492203321 005 20220623183328.0 010 $a3-319-14075-2 024 7 $a10.1007/978-3-319-14075-9 035 $a(CKB)3710000000403970 035 $a(SSID)ssj0001500699 035 $a(PQKBManifestationID)11852499 035 $a(PQKBTitleCode)TC0001500699 035 $a(PQKBWorkID)11520519 035 $a(PQKB)10835710 035 $a(DE-He213)978-3-319-14075-9 035 $a(MiAaPQ)EBC5586331 035 $a(PPN)185486959 035 $a(EXLCZ)993710000000403970 100 $a20150406d2015 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aAnalyzing Financial Data and Implementing Financial Models Using R /$fby Clifford S. Ang 205 $a1st ed. 2015. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2015. 215 $a1 online resource (XVI, 351 p. 60 illus.) 225 1 $aSpringer Texts in Business and Economics,$x2192-4333 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-319-14074-4 327 $aChapter 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. 330 $aThis book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate such data, implement the models, and generate typical output expected for a particular analysis. This text aims to overcome several common obstacles in teaching financial modeling. First, most texts do not provide students with enough information to allow them to implement models from start to finish. In this book, we walk through each step in relatively more detail and show intermediate R output to help students make sure they are implementing the analyses correctly. Second, most books deal with sanitized or clean data that have been organized to suit a particular analysis. Consequently, many students do not know how to deal with real-world data or know how to apply simple data manipulation techniques to get the real-world data into a usable form. This book will expose students to the notion of data checking and make them aware of problems that exist when using real-world data. Third, most classes or texts use expensive commercial software or toolboxes. In this text, we use R to analyze financial data and implement models. R and the accompanying packages used in the text are freely available; therefore, any code or models we implement do not require any additional expenditure on the part of the student. Demonstrating rigorous techniques applied to real-world data, this text covers a wide spectrum of timely and practical issues in financial modeling, including return and risk measurement, portfolio management, options pricing, and fixed income analysis. 410 0$aSpringer Texts in Business and Economics,$x2192-4333 606 $aFinance 606 $aEconometrics 606 $aMacroeconomics 606 $aStatistics 606 $aR (Computer program language) 606 $aFinance, general$3https://scigraph.springernature.com/ontologies/product-market-codes/600000 606 $aEconometrics$3https://scigraph.springernature.com/ontologies/product-market-codes/W29010 606 $aMacroeconomics/Monetary Economics//Financial Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W32000 606 $aStatistics and Computing/Statistics Programs$3https://scigraph.springernature.com/ontologies/product-market-codes/S12008 615 0$aFinance. 615 0$aEconometrics. 615 0$aMacroeconomics. 615 0$aStatistics. 615 0$aR (Computer program language). 615 14$aFinance, general. 615 24$aEconometrics. 615 24$aMacroeconomics/Monetary Economics//Financial Economics. 615 24$aStatistics and Computing/Statistics Programs. 676 $a332.0285554 700 $aAng$b Clifford S$4aut$4http://id.loc.gov/vocabulary/relators/aut$0769911 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910298492203321 996 $aAnalyzing financial data and implementing financial models using R$91570178 997 $aUNINA