Introduction to Computational Finance and Financial Econometrics

by Eric Zivot

This book presents mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. The tools are used to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. The author explains how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use...

• Format: Paperback
• Language: English
• ISBN: 149877220X
• ISBN13: 9781498772204
• Release Date: January 2026
• Publisher: CRC Press
• Length: 500 Pages