[R-SIG-Finance] New to Quantitative Modeling (Looking for starting resources/suggestions)
msalese
massimo.salese at gmail.com
Tue May 31 12:18:03 CEST 2011
May be this books can help you:
Statistics and Data Analysis for Financial Engineering (Springer Texts in
Statistics)
David Ruppert
Option Pricing and Estimation of Financial Models with R
Stefano M. Iacus
Financial Risk Forecasting: The Theory and Practice of Forecasting Market
Risk with Implementation in R and Matlab (The Wiley Finance Series)
Jon Danielsson
Time Series: Applications to Finance with R and S-Plus(R) (Wiley Series in
Probability and Statistics)
Ngai Hang Chan
All of that are with R code samples, but the last one teaches you how to
test a pair trading strategy (built with coitegration)
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