Preface
Mastering R for Quantitative Finance is a sequel of our previous volume titled Introduction to R for Quantitative Finance, and it is intended for those willing to learn to use R's capabilities for building models in Quantitative Finance at a more advanced level. In this book, we will cover new topics in empirical finance (chapters 1-4), financial engineering (chapters 5-7), optimization of trading strategies (chapters 8-10), and bank management (chapters 11-13).
What this book covers
Chapter 1, Time Series Analysis (Tamás Vadász) discusses some important concepts such as cointegration (structural), vector autoregressive models, impulse-response functions, volatility modeling with asymmetric GARCH models, and news impact curves.
Get Mastering R for Quantitative Finance now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
