R Programming and Its Applications in Financial Mathematics

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Shuichi Ohsaki (Bank of America Merrill Lynch, Shinjuku-ku, Japan) Jori Ruppert-Felsot

R Programming and Its Applications in Financial Mathematics

Shuichi Ohsaki (Bank of America Merrill Lynch, Shinjuku-ku, Japan), Jori Ruppert-Felsot, Daisuke Yoshikawa

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English

CRC Press Inc
12 February 2018

Economic statistics; Finance & accounting; Probability & statistics; Applied mathematics

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.

By: Shuichi Ohsaki (Bank of America Merrill Lynch Shinjuku-ku Japan), Jori Ruppert-Felsot, Daisuke Yoshikawa
Imprint: CRC Press Inc
Country of Publication: United States
Dimensions: Height: 234mm, Width: 156mm,
Weight: 566g
ISBN: 9781498766098
ISBN 10: 1498766099
Pages: 258
Publication Date: 12 February 2018
Audience: College/higher education , General/trade , Primary , ELT Advanced
Format: Hardback
Publisher's Status: Active

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.