Lectures On The Theory And Application Of Modern Finance With R And Chatgpt
Regular price
€55.99
A01=Carlo Ambrogio Favero
A01=Claudio Tebaldi
AI Business Management
Asset Management
Author_Carlo Ambrogio Favero
Author_Claudio Tebaldi
Automation
Category=KF
Category=KFFF
Chat GPT
Computational Finance
Empirical Modelling in Finance
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_nobargain
eq_non-fiction
Finance Management
Financial Econometrics with R and Chat GPT
Financial Theory
Quantitative Finance
Risk Management
Risk Measurement
Statistical Software R
Product details
- ISBN 9789819811953
- Publication Date: 11 Mar 2025
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Paperback
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These lecture notes are thought for Master courses in Finance, Fintech and Quantitative Finance programmes. We fully subscribe to the philosophy that post-graduate students should be offered courses that are really at the cutting edge of the technologies and advances that are disrupting the financial industry and delve deep into topics such as A.I., machine learning, and their importance for Asset Management.In these notes, the illustration of the theory of Finance is paired with practical applications to real-life asset allocation problems. A hands-on approach is proposed to construct and manipulate databases to build portfolios, assess their performance and manage their risk. The course begins with a section on the fundamentals on individual choice to market valuation, covering the traditional Markowitz mean-variance approach, market-based asset pricing and Arbitrage-based pricing theory.Empirical modelling in finance is then introduced by illustrating its working and its historical evolution. The translation of financial theory into action on data is driven by building predictive models for asset prices and returns. Basic models are explored, and programming emerges as an essential prerequisite for data manipulation. Readers can acquaint themselves with the statistical software R and exhibit the application of theoretical concepts to financial data, illustrated by sample programs, exercises, and corresponding solutions.
