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Download Introduction to Computational Finance and Financial Econometrics free book as pdf format

Introduction to Computational Finance and Financial Econometrics

This book presents mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. This link for educational purpose only. Please remove file from your computer after familiarization.

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.

Book language: en

File size: 1.52 MB

File type: pdf

Published: 24 March 2022 - 14:00