Description: Applied Probabilistic Calculus for Financial Engineering by Bertram K.C. Chan Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. Publisher Description Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. It begins by introducing all the necessary probabilistic and statistical foundations, before moving on to topics related to asset allocation and portfolio optimization with R codes illustrated for various examples. This clear and concise book covers financial engineering, using R in data analysis, and univariate, bivariate, and multivariate data analysis. It examines probabilistic calculus for modeling financial engineering—walking the reader through building an effective financial model from the Geometric Brownian Motion (GBM) Model via probabilistic calculus, while also covering Ito Calculus. Classical mathematical models in financial engineering and modern portfolio theory are discussed—along with the Two Mutual Fund Theorem and The Sharpe Ratio. The book also looks at R as a calculator and using R in data analysis in financial engineering. Additionally, it covers asset allocation using R, financial risk modeling and portfolio optimization using R, global and local optimal values, locating functional maxima and minima, and portfolio optimization by performance analytics in CRAN. Covers optimization methodologies in probabilistic calculus for financial engineeringAnswers the question: What does a "Random Walk" Financial Theory look like?Covers the GBM Model and the Random Walk ModelExamines modern theories of portfolio optimization, including The Markowitz Model of Modern Portfolio Theory (MPT), The Black-Litterman Model, and The Black-Scholes Option Pricing Model Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R s an ideal reference for professionals and students in economics, econometrics, and finance, as well as for financial investment quants and financial engineers. Author Biography BERTRAM K. C. CHAN, PhD, is Consulting Biostatistician at the Loma Linda University Health, School of Medicine, Loma Linda, CA. Dr. Chan is also Software Development and Forum Lecturer at the School of Public Health, LLUH Department of Biostatistics and Epidemiology. Details ISBN 1119387612 ISBN-13 9781119387619 Title Applied Probabilistic Calculus for Financial Engineering Author Bertram K.C. Chan Format Hardcover Year 2017 Pages 536 Publisher John Wiley & Sons Inc GE_Item_ID:137345224; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 151.66 USD
Location: Fairfield, Ohio
End Time: 2025-01-25T06:38:10.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
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Refund will be given as: Money Back
ISBN-13: 9781119387619
Book Title: Applied Probabilistic Calculus for Financial Engineering
Number of Pages: 536 Pages
Language: English
Publication Name: Applied Probabilistic Calculus for Financial Engineering : an Introduction Using R
Publisher: Wiley & Sons, Incorporated, John
Subject: Finance / Financial Engineering, Probability & Statistics / General, Calculus
Publication Year: 2017
Item Height: 1.2 in
Item Weight: 34.5 Oz
Type: Textbook
Subject Area: Mathematics, Business & Economics
Item Length: 9 in
Author: Bertram K. C. Chan
Item Width: 6 in
Format: Hardcover
