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Please use this identifier to cite or link to this item: http://dspace.uniten.edu.my/jspui/handle/123456789/15634
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dc.contributor.authorEdina Berlinger, Ferenc Illés, Milán Badics, Ádám Banai, Gergely Daróczi, Barbara Dömötör, Gergely Gabler, Dániel Havran, Péter Juhász, István Margitai, Balázs Márkus, Péter Medvegyev, Julia Molnár, Balázs Árpád Szűcs, Ágnes Tuza, Tamás Vadász, Kata Váradi, Ágnes Vidovics-Dancs.en_US
dc.date.accessioned2020-09-22T03:36:27Z-
dc.date.available2020-09-22T03:36:27Z-
dc.date.issued2015-
dc.identifier.urihttp://dspace.uniten.edu.my/jspui/handle/123456789/15634-
dc.description.abstractMastering 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).en_US
dc.language.isoenen_US
dc.publisherPackt Publishingen_US
dc.subjectFinance.en_US
dc.titleMastering R for quantitative finance: use R to optimize your trading strategy and build up your own risk management system.en_US
dc.typeBooken_US
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
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