Ohsaki, Shuichi, <br/><br/>
R programming and its applications in financial mathematics / 
Shuichi Ohsaki, Chief Japan Rates Strategist American Investment Bank, Tokyo, Japan, Jori Ruppert-Felsot, Equity Derivatives Trader, Tokyo, Japan, Daisuke Yoshikawa, Hokkai-Gakuen University, Sapporo, Hokkaido, Japan. 
 - First Edition. 
 - ix, 248 pages ;  24 cm 
<br/><br/>Includes bibliographical references and index. 
<br/><br/>Introduction to R programming -- Statistics in finance -- Statistical analysis with R -- Time series analysis with R -- Basic theory of finance -- Modern portfolio theory and CAPM -- Interest rate swap and discount factor -- Discrete time model: tree model -- Continuous time model and the black-scholes formula -- Numerical methods in finance -- Monte Carlo simulation -- Derivative pricing with partial differential equations -- Appendix -- A Optimization with R -- B Noise reduction via Kalman filter -- C The other references on R -- References -- Index. 
<br/><br/><label>ISBN: </label>9781498766098 (hardback : alk. paper) 
<br/><br/><label>LCCN: </label>2017048077 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Mathematical models.<br/>Finance--Mathematical models--Data processing.<br/>R (Computer programming language)
<br/><br/><label>Dewey Class. No.: </label>332.02855133  / OHA.RPR