Wurtz D. et al. Basic R for Finance

Rmetrics Association & Finance Online, 2010. – 312 p. – ISBN: N/AThis book is divided into two several thematically distinct parts: the first four parts give an introduction to R, and focus on the following topics: computions, programming, plotting and statistics and inference. Parts five, six, svem and eight contain a collection of case studies from topics such as utility functions, asset management, option valuation, and portfolio design.DedicationList of Figures
List of Tables
Computations
Data Structures
Data Manipulation
Importing and Exporting Data
Object Types
Characterization of Objects
Programming
Writing Functions
Debugging Your R Functions
Efficient Calculations
Using S3 and S4 Classes
R Packages
Plotting
High LeveL Plots
Customizing Plots
Graphical Devices
Statistics and Inference
Basic Statistical Functions
Linear Time Series Analysis
Skewed Return Distributions
Jarque-Bera Hypothesis Test
PCA Ordering of Assets
Clustering of Asset Returns
Case Studies: Option Valuation
Black Scholes Option Price
Black Scholes Option Greeks
American Calls with Dividends
Monte Carlo OptioN Pricing
Case Studies: Portfolio Design
Mean-Variance Markowitz Portfolio
Markowitz TAngency Portfolio
Long Only Portfolio Frontier
Minimum Regret Portfolio
Appendix
Rmetrics Terms of Legal Use
Manuals on CRANAbout the Authors