[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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