| Introduction to Computational Finance and Financial Econometrics Contributor(s): Zivot, Eric (Author) |
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ISBN: 149877220X ISBN-13: 9781498772204 Publisher: CRC Press OUR PRICE: $75.95 Product Type: Paperback Published: January 2026 This item may be ordered no more than 25 days prior to its publication date of January 5, 2026 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General |
| Physical Information: 500 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This book presents mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. The tools are used to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. The author explains how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient portfolios. |