Book contents
- Frontmatter
- Dedication
- Contents
- Preface
- Acknowledgments
- 1 Analytical Thinking
- 2 The R Language for Statistical Computing
- 3 Financial Statistics
- 4 Financial Securities
- 5 Dataset Analytics and Risk Measurement
- 6 Time Series Analysis
- 7 The Sharpe Ratio
- 8 Markowitz Mean-Variance Optimization
- 9 Cluster Analysis
- 10 Gauging the Market Sentiment
- 11 Simulating Trading Strategies
- 12 Data Exploration Using Fundamentals
- 13 Prediction Using Fundamentals
- 14 Binomial Model for Options
- 15 Black–Scholes Model and Option-Implied Volatility
- Appendix Probability Distributions and Statistical Analysis
- References
- Index
Appendix - Probability Distributions and Statistical Analysis
Published online by Cambridge University Press: 20 October 2016
- Frontmatter
- Dedication
- Contents
- Preface
- Acknowledgments
- 1 Analytical Thinking
- 2 The R Language for Statistical Computing
- 3 Financial Statistics
- 4 Financial Securities
- 5 Dataset Analytics and Risk Measurement
- 6 Time Series Analysis
- 7 The Sharpe Ratio
- 8 Markowitz Mean-Variance Optimization
- 9 Cluster Analysis
- 10 Gauging the Market Sentiment
- 11 Simulating Trading Strategies
- 12 Data Exploration Using Fundamentals
- 13 Prediction Using Fundamentals
- 14 Binomial Model for Options
- 15 Black–Scholes Model and Option-Implied Volatility
- Appendix Probability Distributions and Statistical Analysis
- References
- Index
Summary
- Type
- Chapter
- Information
- Financial Analytics with RBuilding a Laptop Laboratory for Data Science, pp. 350 - 371Publisher: Cambridge University PressPrint publication year: 2016