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Introduction to Computational Finance and Financial Econometrics (Paperback) (Eric Zivot)

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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.

Number of Pages: 500.0
Genre: Mathematics
Format: Paperback
Publisher: Taylor & Francis
Author: Eric Zivot
Language: English
Street Date: April 15, 2017
TCIN: 51835075
UPC: 9781498772204
Item Number (DPCI): 248-34-9986

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