Mastering R for Quantitative Finance

Key Features

Book Description

What you will learn

• Analyze high frequency financial data
• Build, calibrate, test, and implement theoretical models such as cointegration, VAR, GARCH, APT, BlackScholes, Margrabe, logoptimal portfolios, coreperiphery, and contagion
• Solve practical, realworld financial problems in R related to big data, discrete hedging, transaction costs, and more.
• Discover simulation techniques and apply them to situations where analytical formulas are not available
• Create a winning arbitrage, speculation, or hedging strategy customized to your risk preferences
• Understand relationships between market factors and their impact on your portfolio
• Assess the tradeoff between accuracy and the cost of your trading strategy

Who this book is for