A Quantitative Primer on Investments with R, Hardcover/Dale W. R. Rosenthal

Descriere

Contributor(s):Author: Dale W. R. Rosenthal A Quantitative Exploration of Investments -- So You Can Be a Better Analyst Quantitative analysts and financial engineers often skip taking an investments course. Many would-be analysts take a less quantitative investments course. This omission robs them of the fundamental knowledge needed to create better, more profitable models. A Quantitative Primer on Investments with R fills that gap by taking a quantitative approach to investments and analyzing real data using R, the open source statistical computing language. This illuminates the commonalities among investment theories and builds intuition. This text collects the author's two decades of experience in finance -- from positions at Goldman Sachs, Morgan Stanley's Equity Trading Lab, and hedge fund Long-Term Capital Management to the quantitative background of a Ph D in statistics, teaching at some of the world's top universities, and presenting research at central banks, regulatory agencies, and trading firms. The explanations, questions, and exercises have been tested over a decade and enabled many students to enter the world of quantitative finance and succeed. Supplemental materials: For instructors and self-studying readers, slides and an exercise solution manual are available.