R Programming and Its Applications in Financial Mathematics

Author:   Shuichi Ohsaki (Bank of America Merrill Lynch, Shinjuku-ku, Japan) ,  Jori Ruppert-Felsot ,  Daisuke Yoshikawa (Hokkai-Gakuen University, Sapporo, Japan)
Publisher:   Taylor & Francis Ltd
ISBN:  

9780367781477


Pages:   248
Publication Date:   31 March 2021
Format:   Paperback
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.

Our Price $96.99 Quantity:  
Add to Cart

Share |

R Programming and Its Applications in Financial Mathematics


Add your own review!

Overview

This book provides an introduction to R programming and a summary of financial mathematics. It is not always easy for graduate students to grasp an overview of the theory of finance in an abstract form. For newcomers to the finance industry, it is not always obvious how to apply the abstract theory to the real financial data they encounter. Introducing finance theory alongside numerical applications makes it easier to grasp the subject. Popular programming languages like C++, which are used in many financial applications are meant for general-purpose requirements. They are good for implementing large-scale distributed systems for simultaneously valuing many financial contracts, but they are not as suitable for small-scale ad-hoc analysis or exploration of financial data. The R programming language overcomes this problem. R can be used for numerical applications including statistical analysis, time series analysis, numerical methods for pricing financial contracts, etc. This book provides an overview of financial mathematics with numerous examples numerically illustrated using the R programming language.

Full Product Details

Author:   Shuichi Ohsaki (Bank of America Merrill Lynch, Shinjuku-ku, Japan) ,  Jori Ruppert-Felsot ,  Daisuke Yoshikawa (Hokkai-Gakuen University, Sapporo, Japan)
Publisher:   Taylor & Francis Ltd
Imprint:   CRC Press
Weight:   0.453kg
ISBN:  

9780367781477


ISBN 10:   0367781476
Pages:   248
Publication Date:   31 March 2021
Audience:   College/higher education ,  General/trade ,  Tertiary & Higher Education ,  General
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

Reviews

Author Information

After finishing a Ph.D course at Kyoto University, Dr. Daisuke Yoshikawa worked for Mizuho-DL financial technology and Bank of Japan. Meanwhile, Dr. Yoshikawa published a few refereed journal papers on finance. Currently, Dr. Yoshikawa is working for Hokkai-Gakuen University as a lecturer.

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
Shopping cart
Mailing List