| Autore: |
Sen, Rituparna
|
| Titolo: |
Computational Finance with R / Rituparna Sen, Sourish Das
|
| Pubblicazione: |
Singapore, : Springer, : Indian Statistical Institute, 2023 |
| Descrizione fisica: |
xiii, 353 p. : ill. ; 24 cm |
| Soggetto topico: |
62-XX - Statistics [MSC 2020] |
| |
62D05 - Sampling theory, sample surveys [MSC 2020] |
| |
62F15 - Bayesian inference [MSC 2020] |
| |
62F40 - Bootstrap, jackknife and other resampling methods [MSC 2020] |
| |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| |
65-XX - Numerical analysis [MSC 2020] |
| |
65C05 - Monte Carlo methods [MSC 2020] |
| |
65M06 - Finite difference methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] |
| |
65R20 - Numerical methods for integral equations [MSC 2020] |
| |
90C05 - Linear programming [MSC 2020] |
| |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| |
91G10 - Portfolio theory [MSC 2020] |
| |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
| |
91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato: |
Back-test financial models |
| |
Data science in finance |
| |
Financial Econometrics |
| |
High-frequency data |
| |
Machine learning in finance |
| |
Quantitative Finance |
| |
Simulate Brownian motion |
| |
Stylized facts of stock markets |
| Altri autori: |
Das, Sourish
|
| Titolo autorizzato: |
Computational Finance with R |
|
| Formato: |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione: |
Inglese |
| Record Nr.: | VAN00279176 |
|
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico |
https://doi.org/10.1007/978-981-19-2008-0 |
| Opac: |
Controlla la disponibilità qui |
