R programming and its applications in financial mathematics
In: A science publishers book
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