Computational Finance An Introductory Course with R

Computational Finance An Introductory Course with R / by Argimiro Arratia.

The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics of Finance. In that regard it is unique in its kind, for it touches upon the basic principles of all three main components of CF, with hands...

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Bibliographic Details
Main Author: Arratia, Argimiro (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Paris : Atlantis Press : Imprint: Atlantis Press, 2014.
Edition:1st ed. 2014.
Series:Atlantis Studies in Computational Finance and Financial Engineering, 1
Springer eBook Collection.
Subjects:
Computer simulation.
Statistics .
Economics, Mathematical .
Macroeconomics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • An abridged introduction to finance
  • Statistics of financial time series
  • Correlations, causalities and similarities
  • Time series models in finance
  • Brownian motion, binomial trees and Monte Carlo simulation
  • Trade on pattern mining or value estimation
  • Optimization heuristics in finance
  • Portfolio optimization
  • Online finance
  • Appendix: The R programming environment.

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