Modeling, Pricing, and Implementing Commodity Derivatives with R - Statistics in Practice (Hardback)Kevin D. Oden
Hardback Published: 16/04/2010
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Over the last decade, commodities have moved out of the financial market shadows into the investment mainstream. This hands-on book details how to actively test data in real time, aids in the understanding of how these results impact modeling decisions, and explains how to analyze and implement up-to-date models in the R environment. Extensive use of built-in R modules and the development of new R functions built on top of existing functions provide empirical finance and econometric practitioners with a deeper understanding of real data implications versus the stylized facts in the market.
Publisher: John Wiley and Sons Ltd