Computational Finance (Record no. 51879)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 05012nam a22006615i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-94-6239-070-6 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200420220220.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140508s2014 fr | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9789462390706 |
| -- | 978-94-6239-070-6 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 003.3 |
| 100 1# - AUTHOR NAME | |
| Author | Arratia, Argimiro. |
| 245 10 - TITLE STATEMENT | |
| Title | Computational Finance |
| Sub Title | An Introductory Course with R / |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | X, 301 p. 41 illus., 26 illus. in color. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Atlantis Studies in Computational Finance and Financial Engineering, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | An abridged introduction to finance -- Statistics of financial time series -- Correlations, causalities and similarities -- Time series models in finance -- Brownian motion, binomial trees and Monte Carlo simulation -- Trade on pattern mining or value estimation -- Optimization heuristics in finance -- Portfolio optimization -- Online finance -- Appendix: The R programming environment. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The book covers a wide range of topics, yet essential, in Computational Finance (CF), understood as a mix of Finance, Computational Statistics, and Mathematics of Finance. In that regard it is unique in its kind, for it touches upon the basic principles of all three main components of CF, with hands-on examples for programming models in R. Thus, the first chapter gives an introduction to the Principles of Corporate Finance: the markets of stock and options, valuation and economic theory, framed within Computation and Information Theory (e.g. the famous Efficient Market Hypothesis is stated in terms of computational complexity, a new perspective). Chapters 2 and 3 give the necessary tools of Statistics for analyzing financial time series, it also goes in depth into the concepts of correlation, causality and clustering. Chapters 4 and 5 review the most important discrete and continuous models for financial time series. Each model is provided with an example program in R. Chapter 6 covers the essentials of Technical Analysis (TA) and Fundamental Analysis. This chapter is suitable for people outside academics and into the world of financial investments, as a primer in the methods of charting and analysis of value for stocks, as it is done in the financial industry. Moreover, a mathematical foundation to the seemly ad-hoc methods of TA is given, and this is new in a presentation of TA. Chapter 7 reviews the most important heuristics for optimization: simulated annealing, genetic programming, and ant colonies (swarm intelligence) which is material to feed the computer savvy readers. Chapter 8 gives the basic principles of portfolio management, through the mean-variance model, and optimization under different constraints which is a topic of current research in computation, due to its complexity. One important aspect of this chapter is that it teaches how to use the powerful tools for portfolio analysis from the RMetrics R-package. Chapter 9 is a natural continuation of chapter 8 into the new area of research of online portfolio selection. The basic model of the universal portfolio of Cover and approximate methods to compute are also described. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.2991/978-94-6239-070-6 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 700 1# - AUTHOR 2 | |
| Author 2 | Maringanti, Radhakrishna. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Tiwari, Murlidhar. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Arora, Anish. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-81-322-1823-4 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Paris : |
| -- | Atlantis Press : |
| -- | Imprint: Atlantis Press, |
| -- | 2014. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Computer science. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Computer simulation. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economics, Mathematical. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Macroeconomics. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Computer Science. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Simulation and Modeling. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Macroeconomics/Monetary Economics//Financial Economics. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics and Computing/Statistics Programs. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 2352-3255 ; |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 1876-1100 ; |
| 912 ## - | |
| -- | ZDB-2-SCS |
| 912 ## - | |
| -- | ZDB-2-ENG |
No items available.