Book

Learning Quantitative Finance with R

This book covers applications of quantitative finance in R. It starts with the basics of quantitative finance and goes to complexity at the end of the book along with a varying degree of R complexity. This will guide you to implement different trading strategies for various financial instruments using basic to complex techniques along with its optimization and keeping the risk of financial instruments in check.

Offered byPackt Logo

Difficulty Level

Intermediate

Completion Time

9h28m

Language

English

About Book

Who Is This Book For?

If you want to learn how to use R to build quantitative finance models with ease, this book is for you. Analysts who want to learn R to solve their quantitative finance problems will also find this book useful. Some understanding of the basic financial concepts will be useful, though prior knowledge of R is not required.

Book content

chapters 9h28m total length

Introduction to R for Quantitative Finance

Statistical Modeling

Wavelets and Econometric Analysis

Time Series Analysis

Algorithmic Trading

Trading using Machine Learning

Risk Management

Optimization

Derivative Pricing

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