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R Programming and Its Applications in Financial Mathematics. 大崎秀一、吉川大介著金融数学におけるRプログラミングとその応用
・ISBN 978-1-4987-6609-8 2018 hard GB£ 145.99
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・ISBN 978-0-367-78147-7 2021 paper GB£ 53.99
¥17,103.- (税込) ※(※)価格はご注文時の参考価格となります。
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電子版あり 大学・学術機関向け電子ブック(eBook)ISBN 978-1-315-15381-0
| 著者・編者 | Ohsaki, Shuichi / Ruppert-Felsot, J. / Yoshikawa, Daisuke, |
|---|---|
| 出版社 | (CRC Pr., US) |
| ページ数 | 258 pp. |
| 言語 | ENG |
| ニュース番号 | <636-P1154 636-P868> |
解説
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.