Financial Data Analytics with R: Monte-Carlo Validation
Author:   Jenny K. Chen (Morgan Stanley, U.S.A)
Publisher:   Taylor & Francis Ltd
ISBN:  

9781032741499


Pages:   276
Publication Date:   12 July 2024
Format:   Paperback
Availability:   In Print   Availability explained
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Financial Data Analytics with R: Monte-Carlo Validation


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Author:   Jenny K. Chen (Morgan Stanley, U.S.A)
Publisher:   Taylor & Francis Ltd
Imprint:   Chapman & Hall/CRC
Weight:   0.444kg
ISBN:  

9781032741499


ISBN 10:   103274149
Pages:   276
Publication Date:   12 July 2024
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

1. Introduction to R 2. Linear Regression 3. Transition from Linear to Nonlinear Regression 4. Nonlinear Regression Modeling 5. The Logistic Regression 6. The Poisson Regression: Models for Count Data 7. Autoregressive Integrated Moving-Average Models 8. Generalized AutoRegressive Conditional Heteroskedasticity Model 9. Cointegration 10. Financial Statistical Modeling in Risk and Wealth Management Bibliography

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Author Information

Jenny K. Chen graduated with a Master's and Bachelor's degree in the Department of Statistics and Data Science at Cornell University. With expertise honed through academic pursuits and her current role as a quantitative product manager at Morgan Stanley, she is particularly interested in the applications of statistical modelling in finance and portfolio management. She was the youngest published author at the Joint Statistical Meetings in 2016 and has published several research papers in statistical modelling and data analytics.

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