-
大小: 17.8MB文件類型: .pdf金幣: 1下載: 0 次發布日期: 2023-07-04
- 語言: 其他
- 標簽: R-Language??Quant??finance??
資源簡介
My primary intent in writing this book is to provide the reader with basic programming,
financial, and mathematical tools that can be successfully leveraged both in
industry and academia. I cover the use of the R programming language, as well
as the R environment as a means for manipulating financial market data and for
solving a subset of problems that quants and traders typically encounter in their
day-to-day activities. The chapters that follow should be treated as a tutorial on a
recommended set of tools that I have personally found useful and that have served
me well during the last few years of my career as a quant trader/developer. I am
writing this book from the vantage point of a quant practitioner and not that of an
academic. A significant portion of the content is based on my lecture notes from a
graduate level class in quantitative finance that I teach on a part-time basis at Loyola
University in Chicago.
代碼片段和文件信息
評論
共有 條評論