Analyzing Financial Data and Implementing Financial Models Using R (Springer Texts in Business and Economics) Paperback – Import 6 Oct 2016

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Product Description From the Back Cover This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data manipulate such data implement the models and generate typical output expected for a particular analysis. This text aims to overcome several common obstacles in teaching financial modeling. First most texts do not provide students with enough information to allow them to implement models from start to finish. In this book we walk through each step in relatively more detail and show intermediate R output to help students make sure they are implementing the analyses correctly. Second most books deal with sanitized or clean data that have been organized to suit a particular analysis. Consequently many students do not know how to deal with real-world data or know how to apply simple data manipulation techniques to get the real-world data into a usable form. This book will expose students to the notion of data checking and make them aware of problems that exist when using real-world data. Third most classes or texts use expensive commercial software or toolboxes. In this text we use R to analyze financial data and implement models. R and the accompanying packages used in the text are freely available; therefore any code or models we implement do not require any additional expenditure on the part of the student. Demonstrating rigorous techniques applied to real-world data this text covers a wide spectrum of timely and practical issues in financial modeling including return and risk measurement portfolio management options pricing and fixed income analysis. About the Author Clifford S. Ang CFA is a Vice President at Compass Lexecon in Chicago. He specializes in valuation corporate finance and damages and has worked on hundreds of engagements involving companies across a broad spectrum of industries. Ang has held teaching appointments at DePaul University the University of the Philippines and Ateneo de Manila University where he has taught courses in investments investment management corporate finance and international finance. He is a CFA Charterholder and holds an MS in Finance from the University of the Philippines. Ang also holds a BSBA majoring in finance and accounting from Washington University in St. Louis where he subsequently completed doctoral coursework in finance economics and econometrics. He also presented at the 2012 R in Finance Conference a method to estimate the market value of illiquid debt.

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