Computational Finance with R

DOI10.1007/978-981-19-2008-0MaRDI QIDQ6484729zbMATH OpenFDO

Authors Rituparna Sen, Sourish Das

Publication date 11 July 2022

Published in Indian Statistical Institute Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-981-19-2008-0

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Sampling theory, sample surveys (62D05) Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical methods for integral equations (65R20) Linear programming (90C05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Portfolio theory (91G10) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60)

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Cited in

(11)

• Financial risk modelling and portfolio optimization with R
• Computational finance. An introductory course with R
• R as a tool in computational finance
• Numerical methods and optimization in finance
• Quantitative finance. An object-oriented approach in C++
• Nonparametric finance
• Applied quantitative finance. Using Python for financial analysis
• R programming and its applications in financial mathematics
• Quantitative investing. From theory to industry
• Statistics and Data Analysis for Financial Engineering
• scientific article; zbMATH DE number 6323197 (Why is no real title available?)

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