Category > Quant Finance > R for Finance
Early price ends 15 November: £695 + VAT
The aim of this workshop is to provide an introduction to the statistical software R for professionals and academics in Finance. This course gives insights into possibilities of data analysis and statistics with R, import of data sets, generation of graphics and the preparation of reports. The main focus is on applications in Finance. An example of portfolio optimization highlights the options of Rmetrics, which is a collection of several hundred functions in the area of Financial Engineering and Computational Finance.
¨ Preparations and installation of R
¨ Data import, data types and variables
¨ Simulations in R
¨ Graphics in R
¨ Exploratory analysis in R with special focus to time series data
¨ Applications in Finance: Portfolio optimisation and VaR
¨ R and Excel
¨ Preparing reports
The target audience are professionals and academics, who wish to learn the basics of the statistical software R and its use in Finance.
¨ The workshop provides insight into the statistical models and concepts in R, which are useful for various problems arising in Finance.
¨ The attendees will be able to import datasets into R, analyse them statistically and apply concepts from time series modelling.
¨ An example on how to optimise a portfolio in R will show various concepts in financial mathematics and statistics, which are provided in R. In practical sessions, the attendees will learn and practice how to use R.