This book presents mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. The tools are used to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. The author explains how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient portfolios.
- ISBN10 1498775780
- ISBN13 9781498775786
- Publish Date 15 April 2017
- Publish Status Active
- Publish Country GB
- Publisher Taylor & Francis Ltd
- Imprint CRC Press
- Format eBook
- Pages 300
- Language English