Lectures On The Theory And Application Of Modern Finance With R And Chatgpt

— —

Carlo Ambrogio Favero (Bocconi Univ, Italy) Claudio Tebaldi (Bocconi Univ, Italy)

Lectures On The Theory And Application Of Modern Finance With R And Chatgpt

Carlo Ambrogio Favero (Bocconi Univ, Italy), Claudio Tebaldi (Bocconi Univ, Italy)

$238.95 $191.55

Hardback

Not in-store but you can order this
How long will it take?

Availability Information

We source books from suppliers in Australia and overseas. For books we don't currently have in stock, the time it takes to get them from our suppliers can vary widely - from a few days to a few months - so we check each book with each supplier to determine the expected time it will take to be supplied to us.

We then advise you accordingly. If the time taken to get any book is too long for you, you can let us know and we will cancel or adjust your order, and refund as required.

To find out the anticipated arrival time for specific items prior to ordering, please contact us by phone or email:

Phone +61 2 9264 3111, or 1800 4 BOOKS (1800 4 26657) if outside Sydney:
option 1 Abbey's Bookshop (Crime, History, Science, Kids & more) • info@abbeys.com.au
option 2 Language Book Centre (ESL & Foreign Languages) • language@abbeys.com.au
option 3 Galaxy Bookshop (Sci-fi, Fantasy, Romance, Graphic Novels) • sf@galaxybooks.com.au

QTY:

English

World Scientific Publishing Co Pte Ltd
11 March 2025

Finance & accounting; Finance

Series: World Scientific Lecture Notes In Finance

Summary
Details

These lecture notes are thought for Master courses in Finance, Fintech and Quantitative Finance programmes. We fully subscribe to the philosophy that post-graduate students should be offered courses that are really at the cutting edge of the technologies and advances that are disrupting the financial industry and delve deep into topics such as A.I., machine learning, and their importance for Asset Management.

In these notes, the illustration of the theory of Finance is paired with practical applications to real-life asset allocation problems. A hands-on approach is proposed to construct and manipulate databases to build portfolios, assess their performance and manage their risk. The course begins with a section on the fundamentals on individual choice to market valuation, covering the traditional Markowitz mean-variance approach, market-based asset pricing and Arbitrage-based pricing theory.

Empirical modelling in finance is then introduced by illustrating its working and its historical evolution. The translation of financial theory into action on data is driven by building predictive models for asset prices and returns. Basic models are explored, and programming emerges as an essential prerequisite for data manipulation. Readers can acquaint themselves with the statistical software R and exhibit the application of theoretical concepts to financial data, illustrated by sample programs, exercises, and corresponding solutions.

By: Carlo Ambrogio Favero (Bocconi Univ Italy), Claudio Tebaldi (Bocconi Univ, Italy)
Imprint: World Scientific Publishing Co Pte Ltd
Country of Publication: Singapore
Volume: 10
ISBN: 9789819811595
ISBN 10: 9819811597
Series: World Scientific Lecture Notes In Finance
Pages: 252
Publication Date: 11 March 2025
Audience: College/higher education , Professional and scholarly , Primary , Undergraduate
Format: Hardback
Publisher's Status: Active