Essentials of Excel VBA, Python, and R
portes grátis
Essentials of Excel VBA, Python, and R
Volume II: Financial Derivatives, Risk Management and Machine Learning
Lee, John; Chang, Jow-Ran; Lee, Cheng-Few; Kao, Lie-Jane
Springer International Publishing AG
03/2023
523
Dura
Inglês
9783031142826
15 a 20 dias
Descrição não disponível.
Chapter 1. Introduction.- Chapter 2. Introduction to Excel Programming.- Chapter 3. Introduction to VBA Programming.- Chapter 4. Professional Techniques Used in Excel and Excel VBA Techniques.- Chapter 5. Decision Tree Approach for Binomial Option Pricing Model.- Chapter 6. Microsoft Excel Approach to Estimating Alternative Option Pricing Models.- Chapter 7. Alternative Methods to Estimate Implied Variances.- Chapter 8. Greek Letters and Portfolio Insurance.- Chapter 9. Portfolio Analysis and Option Strategies.- Chapter 10. Alternative Simulation Methods and Their Applications.- Chapter 11. Linear Models for Regression.- Chapter 12. Kernel Linear Model.- Chapter 13. Neural Networks and Deep Learning.- Chapter 14. Applications of Alternative Machine Learning Methods for Credit Card Default Forecasting.- Chapter 15. An Application of Deep Neural Networks for Predicting Credit Card Delinquencies.- Chapter 16. Binomial/Trinomial Tree Option Pricing Using Python.- Chapter 17. Financial Ratios and its Applications.- Chapter 18. Time Value Money Analysis.- Chapter 19. Capital Budgeting under Certainty and Uncertainty.- Chapter 20. Financial Planning and Forecasting.- Chapter 21. Hedge Ratios: Theory and Applications.- Chapter 22. Application of simultaneous equation in finance research: Methods and empirical results.- Chapter 23. Using R Program to Estimate Binomial Option Pricing Model and Black & Scholes Option Pricing Model.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Statistical Finance;Probability and Statistics in Computer Science;Quantitative Finance;Mathematical Finance;R;Python;Business Analytics;Business Mathematics
Chapter 1. Introduction.- Chapter 2. Introduction to Excel Programming.- Chapter 3. Introduction to VBA Programming.- Chapter 4. Professional Techniques Used in Excel and Excel VBA Techniques.- Chapter 5. Decision Tree Approach for Binomial Option Pricing Model.- Chapter 6. Microsoft Excel Approach to Estimating Alternative Option Pricing Models.- Chapter 7. Alternative Methods to Estimate Implied Variances.- Chapter 8. Greek Letters and Portfolio Insurance.- Chapter 9. Portfolio Analysis and Option Strategies.- Chapter 10. Alternative Simulation Methods and Their Applications.- Chapter 11. Linear Models for Regression.- Chapter 12. Kernel Linear Model.- Chapter 13. Neural Networks and Deep Learning.- Chapter 14. Applications of Alternative Machine Learning Methods for Credit Card Default Forecasting.- Chapter 15. An Application of Deep Neural Networks for Predicting Credit Card Delinquencies.- Chapter 16. Binomial/Trinomial Tree Option Pricing Using Python.- Chapter 17. Financial Ratios and its Applications.- Chapter 18. Time Value Money Analysis.- Chapter 19. Capital Budgeting under Certainty and Uncertainty.- Chapter 20. Financial Planning and Forecasting.- Chapter 21. Hedge Ratios: Theory and Applications.- Chapter 22. Application of simultaneous equation in finance research: Methods and empirical results.- Chapter 23. Using R Program to Estimate Binomial Option Pricing Model and Black & Scholes Option Pricing Model.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
