现货Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R[9781119387619]

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作者Chan, Bertram K C

出版社Wiley

ISBN9781119387619

出版时间2017-10

装帧精装

纸张其他

页数536页

正文语种英语

上书时间2023-04-21

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商品描述: Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. It begins by introducing all the necessary probabilistic and statistical foundations, before moving on to topics related to asset allocation and portfolio optimization with R codes illustrated for various examples. This clear and concise book covers financial engineering, using R in data analysis, and univariate, bivariate, and multivariate data analysis. It examines probabilistic calculus for modeling financial engineering--walking the reader through building an effective financial model from the Geometric Brownian Motion (GBM) Model via probabilistic calculus, while also covering Ito Calculus. Classical mathematical models in financial engineering and modern portfolio theory are discussed--along with the Two Mutual Fund Theorem and Th

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