R Programming and Its Applications in Financial Mathematics

Bibliographic Details
Title: R Programming and Its Applications in Financial Mathematics
Description: This book provides an introduction to R programming and a summary of financial mathematics.It is not always easy for graduate students to grasp an overview of the theory of finance in an abstract form. For newcomers to the finance industry, it is not always obvious how to apply the abstract theory to the real financial data they encounter. Introducing finance theory alongside numerical applications makes it easier to grasp the subject.Popular programming languages like C++, which are used in many financial applications are meant for general-purpose requirements. They are good for implementing large-scale distributed systems for simultaneously valuing many financial contracts, but they are not as suitable for small-scale ad-hoc analysis or exploration of financial data. The R programming language overcomes this problem. R can be used for numerical applications including statistical analysis, time series analysis, numerical methods for pricing financial contracts, etc.This book provides an overview of financial mathematics with numerous examples numerically illustrated using the R programming language.
Authors: Shuichi Ohsaki, Jori Ruppert-Felsot, Daisuke Yoshikawa
Resource Type: eBook.
Subjects: Finance--Mathematical models, Finance--Mathematical models--Data processing, R (Computer program language)
Categories: BUSINESS & ECONOMICS / Finance / Financial Engineering, COMPUTERS / Programming / General, MATHEMATICS / Probability & Statistics / General
Database: eBook Index
FullText Text:
  Availability: 0
Header DbId: edsebk
DbLabel: eBook Index
An: 1698071
RelevancyScore: 937
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 937.174743652344
IllustrationInfo
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  Label: Title
  Group: Ti
  Data: R Programming and Its Applications in Financial Mathematics
– Name: Abstract
  Label: Description
  Group: Ab
  Data: This book provides an introduction to R programming and a summary of financial mathematics.It is not always easy for graduate students to grasp an overview of the theory of finance in an abstract form. For newcomers to the finance industry, it is not always obvious how to apply the abstract theory to the real financial data they encounter. Introducing finance theory alongside numerical applications makes it easier to grasp the subject.Popular programming languages like C++, which are used in many financial applications are meant for general-purpose requirements. They are good for implementing large-scale distributed systems for simultaneously valuing many financial contracts, but they are not as suitable for small-scale ad-hoc analysis or exploration of financial data. The R programming language overcomes this problem. R can be used for numerical applications including statistical analysis, time series analysis, numerical methods for pricing financial contracts, etc.This book provides an overview of financial mathematics with numerous examples numerically illustrated using the R programming language.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Shuichi+Ohsaki%22">Shuichi Ohsaki</searchLink><br /><searchLink fieldCode="AR" term="%22Jori+Ruppert-Felsot%22">Jori Ruppert-Felsot</searchLink><br /><searchLink fieldCode="AR" term="%22Daisuke+Yoshikawa%22">Daisuke Yoshikawa</searchLink>
– Name: TypePub
  Label: Resource Type
  Group: TypPub
  Data: eBook.
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  Label: Subjects
  Group: Su
  Data: <searchLink fieldCode="DE" term="%22Finance--Mathematical+models%22">Finance--Mathematical models</searchLink><br /><searchLink fieldCode="DE" term="%22Finance--Mathematical+models--Data+processing%22">Finance--Mathematical models--Data processing</searchLink><br /><searchLink fieldCode="DE" term="%22R+%28Computer+program+language%29%22">R (Computer program language)</searchLink>
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  Data: <searchLink fieldCode="ZK" term="%22BUSINESS+%26+ECONOMICS+%2F+Finance+%2F+Financial+Engineering%22">BUSINESS & ECONOMICS / Finance / Financial Engineering</searchLink><br /><searchLink fieldCode="ZK" term="%22COMPUTERS+%2F+Programming+%2F+General%22">COMPUTERS / Programming / General</searchLink><br /><searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+Probability+%26+Statistics+%2F+General%22">MATHEMATICS / Probability & Statistics / General</searchLink>
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RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 332.02855133
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Finance--Mathematical models
        Type: general
      – SubjectFull: Finance--Mathematical models--Data processing
        Type: general
      – SubjectFull: R (Computer program language)
        Type: general
    Titles:
      – TitleFull: R Programming and Its Applications in Financial Mathematics
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Shuichi Ohsaki
      – PersonEntity:
          Name:
            NameFull: Jori Ruppert-Felsot
      – PersonEntity:
          Name:
            NameFull: Daisuke Yoshikawa
      – PersonEntity:
          Name:
            NameFull: Shuichi Ohsaki
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          Name:
            NameFull: Jori Ruppert-Felsot
      – PersonEntity:
          Name:
            NameFull: Daisuke Yoshikawa
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          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2018
            – D: 13
              M: 02
              Type: profile
              Y: 2018
          Identifiers:
            – Type: isbn-print
              Value: 9781498766098
            – Type: isbn-print
              Value: 9780367781477
            – Type: isbn-electronic
              Value: 9781351649865
            – Type: isbn-electronic
              Value: 9781498766104
            – Type: isbn-electronic
              Value: 9781315153810
          Titles:
            – TitleFull: R Programming and Its Applications in Financial Mathematics
              Type: main
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