Please use this identifier to cite or link to this item:
http://localhost/handle/Hannan/3239
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Ohsaki, Shuichi. ; | en_US |
| dc.contributor.author | Ruppert-Felsot, Jori. ; | en_US |
| dc.contributor.author | Yoshikawa, Daisuke. ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-05-17T08:59:04Z | - |
| dc.date.available | 2020-05-17T08:59:04Z | - |
| dc.date.issued | 2018 | en_US |
| dc.identifier.isbn | 9781498766098 (hardback : alk. paper) ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/3239 | - |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.statementofresponsibility | Shuichi Ohsaki, Chief Rates Strategist American Investment Bank Japan, Jori Ruppert-Felsot, Equity Derivatives Trader, Tokyo, Japan, Daisuke Yoshikawa, Hokkai-Gakuen University, Sapporo, Hokkaido, Japan. | en_US |
| dc.description.tableofcontents | Introduction to R programming -- Statistics in finance -- Statistical analysis with R -- Time series analysis with R -- Basic theory of finance -- Modern portfolio theory and CAPM -- Interest rate swap and discount factor -- Discrete time model: tree model -- Continuous time model and the black-scholes formula -- Numerical methods in finance -- Monte Carlo simulation -- Derivative pricing with partial differential equations -- Appendix -- A Optimization with R -- B Noise reduction via Kalman filter -- C The other references on R -- References -- Index. ; | en_US |
| dc.format.extent | ix, 248 pages ; ; | en_US |
| dc.format.extent | Includes bibliographical references and index. ; | en_US |
| dc.publisher | CRC Press, Taylor & Francis Group, | en_US |
| dc.relation.haspart | 9781498766098.pdf | en_US |
| dc.subject | Finance ; Mathematical models. ; | en_US |
| dc.subject | Finance ; Mathematical models ; Data processing. ; | en_US |
| dc.subject | R (Computer programming language) ; | en_US |
| dc.subject.ddc | 332.0285/5133 ; 23 ; | en_US |
| dc.subject.lcc | HG106 ; .O37 2018 ; | en_US |
| dc.title | R programming and its applications in financial mathematics | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Boca Raton, FL : | en_US |
| dc.date.edition | First Edition. ; | en_US |
| Appears in Collections: | مدیریت بازرگانی ، کسب و کار | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9781498766098.pdf | 2.44 MB | Adobe PDF |  Preview File |
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Ohsaki, Shuichi. ; | en_US |
| dc.contributor.author | Ruppert-Felsot, Jori. ; | en_US |
| dc.contributor.author | Yoshikawa, Daisuke. ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-05-17T08:59:04Z | - |
| dc.date.available | 2020-05-17T08:59:04Z | - |
| dc.date.issued | 2018 | en_US |
| dc.identifier.isbn | 9781498766098 (hardback : alk. paper) ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/3239 | - |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.statementofresponsibility | Shuichi Ohsaki, Chief Rates Strategist American Investment Bank Japan, Jori Ruppert-Felsot, Equity Derivatives Trader, Tokyo, Japan, Daisuke Yoshikawa, Hokkai-Gakuen University, Sapporo, Hokkaido, Japan. | en_US |
| dc.description.tableofcontents | Introduction to R programming -- Statistics in finance -- Statistical analysis with R -- Time series analysis with R -- Basic theory of finance -- Modern portfolio theory and CAPM -- Interest rate swap and discount factor -- Discrete time model: tree model -- Continuous time model and the black-scholes formula -- Numerical methods in finance -- Monte Carlo simulation -- Derivative pricing with partial differential equations -- Appendix -- A Optimization with R -- B Noise reduction via Kalman filter -- C The other references on R -- References -- Index. ; | en_US |
| dc.format.extent | ix, 248 pages ; ; | en_US |
| dc.format.extent | Includes bibliographical references and index. ; | en_US |
| dc.publisher | CRC Press, Taylor & Francis Group, | en_US |
| dc.relation.haspart | 9781498766098.pdf | en_US |
| dc.subject | Finance ; Mathematical models. ; | en_US |
| dc.subject | Finance ; Mathematical models ; Data processing. ; | en_US |
| dc.subject | R (Computer programming language) ; | en_US |
| dc.subject.ddc | 332.0285/5133 ; 23 ; | en_US |
| dc.subject.lcc | HG106 ; .O37 2018 ; | en_US |
| dc.title | R programming and its applications in financial mathematics | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Boca Raton, FL : | en_US |
| dc.date.edition | First Edition. ; | en_US |
| Appears in Collections: | مدیریت بازرگانی ، کسب و کار | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9781498766098.pdf | 2.44 MB | Adobe PDF | Preview File |
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Ohsaki, Shuichi. ; | en_US |
| dc.contributor.author | Ruppert-Felsot, Jori. ; | en_US |
| dc.contributor.author | Yoshikawa, Daisuke. ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-05-17T08:59:04Z | - |
| dc.date.available | 2020-05-17T08:59:04Z | - |
| dc.date.issued | 2018 | en_US |
| dc.identifier.isbn | 9781498766098 (hardback : alk. paper) ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/3239 | - |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.statementofresponsibility | Shuichi Ohsaki, Chief Rates Strategist American Investment Bank Japan, Jori Ruppert-Felsot, Equity Derivatives Trader, Tokyo, Japan, Daisuke Yoshikawa, Hokkai-Gakuen University, Sapporo, Hokkaido, Japan. | en_US |
| dc.description.tableofcontents | Introduction to R programming -- Statistics in finance -- Statistical analysis with R -- Time series analysis with R -- Basic theory of finance -- Modern portfolio theory and CAPM -- Interest rate swap and discount factor -- Discrete time model: tree model -- Continuous time model and the black-scholes formula -- Numerical methods in finance -- Monte Carlo simulation -- Derivative pricing with partial differential equations -- Appendix -- A Optimization with R -- B Noise reduction via Kalman filter -- C The other references on R -- References -- Index. ; | en_US |
| dc.format.extent | ix, 248 pages ; ; | en_US |
| dc.format.extent | Includes bibliographical references and index. ; | en_US |
| dc.publisher | CRC Press, Taylor & Francis Group, | en_US |
| dc.relation.haspart | 9781498766098.pdf | en_US |
| dc.subject | Finance ; Mathematical models. ; | en_US |
| dc.subject | Finance ; Mathematical models ; Data processing. ; | en_US |
| dc.subject | R (Computer programming language) ; | en_US |
| dc.subject.ddc | 332.0285/5133 ; 23 ; | en_US |
| dc.subject.lcc | HG106 ; .O37 2018 ; | en_US |
| dc.title | R programming and its applications in financial mathematics | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Boca Raton, FL : | en_US |
| dc.date.edition | First Edition. ; | en_US |
| Appears in Collections: | مدیریت بازرگانی ، کسب و کار | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9781498766098.pdf | 2.44 MB | Adobe PDF | Preview File |