Full Product Details
Author: Dale W R Rosenthal
Publisher: Q36 LLC
Imprint: Q36 LLC
Dimensions:
Width: 15.20cm
, Height: 4.10cm
, Length: 22.90cm
Weight: 1.184kg
ISBN: 9781732235601
ISBN 10: 1732235600
Pages: 766
Publication Date: 28 May 2018
Audience:
General/trade
,
General
Format: Hardback
Publisher's Status: Active
Availability: Available To Order
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.
Reviews
A unique and comprehensive book for learning to invest with R; packed full of intuition, theory, and R code to let readers get their hands dirty with the ideas. Dale's passion for teaching and finance offers a wealth of insights on risk management, statistics, and economics. -- Kris Boudt, Professor of Finance and Econometrics at Vrije Universiteit Brussel and Amsterdam The book I wish I had when I was starting my career. -- Justin Klosek, Portfolio Manager, Cambridge Square Capital Does for investments what John Hull's book did for derivatives: provides a clear, objective, formal treatment of a fundamental financial topic for quantitative readers with a practical inclination. -- Philip Maymin, University of Bridgeport; hedge fund portfolio manager; author of Financial Hacking
A unique and comprehensive book for learning to invest with R; packed full of intuition, theory, and R code to let readers get their hands dirty with the ideas. Dale's passion for teaching and finance offers a wealth of insights on risk management, statistics, and economics. -- Kris Boudt, Professor of Finance and Econometrics at Vrije Universiteit Brussel and Amsterdam The book I wish I had when I was starting my career. -- Justin Klosek, Consultant; Former Senior Portfolio Manager, Caxton Associates Does for investments what John Hull's book did for derivatives: provides a clear, objective, formal treatment of a fundamental financial topic for quantitative readers with a practical inclination. -- Philip Maymin, University of Bridgeport; hedge fund portfolio manager; author of Financial Hacking
Author Information
Dale Rosenthal is the head partner of Q36, a quantitative algorithmic finance firm. He was previously an equity derivatives strategist at Long-Term Capital Management, a proprietary algorithmic trader and quantitative researcher at Morgan Stanley's Equity Trading Lab, a programmer/analyst at Goldman Sachs, and an assistant professor of finance at the University of Illinois at Chicago. He has also taught at the University of Chicago, the University of Notre Dame, and Renmin University of China; and, he was a visiting scholar at Peking University and a fellow at the Institute on Computational Economics. He has presented his work to central banks, regulators, and trading firms; had work published in top finance and econometric journals; been featured in national print, radio, and TV; and, testified before political bodies on financial issues. He holds a PhD in statistics from the University of Chicago and a Bachelors in electrical engineering from Cornell University. Since 2009 he has co-organized the R/Finance conference.
