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Introduction to R for Quantitative Finance Paperback – 22 November 2013

2.7 out of 5 stars 14 ratings

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Product details

  • Paperback: 164 pages
  • Publisher: Packt Publishing Limited (November 22, 2013)
  • Language: English
  • ISBN-10: 178328093X
  • ISBN-13: 978-1783280933
  • Product Dimensions: 7.5 x 0.4 x 9.2 inches
  • Shipping Weight: 376 g
  • Average Customer Review: Be the first to review this item

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About the Author

Gergely Daroczi is a Ph.D. candidate in Sociology with around eight years' experience in data management and analysis tasks within the R programming environment. Besides teaching Statistics at different Hungarian universities and doing data analysis jobs for several years, Gergely has founded and coordinated a UK-based online reporting startup company recently. This latter software or platform as a service which is called rapporter.net will potentially provide an intuitive frontend and an interface to all the methods and techniques covered in the book. His role in the book was to provide R implementation of the QF problems and methods. Michael Puhle obtained a Ph.D. in Finance from the University of Passau in Germany. He worked for several years as a Senior Risk Controller at Allianz Global Investors in Munich, and as an Assistant Manager at KPMG's Financial Risk Management practice, where he was advising banks on market risk models. Michael is also the author of Bond Portfolio Optimization published by Springer Publishing. Edina Berlinger has a Ph.D. in Economics from the Corvinus University of Budapest. She is an Associate Professor, teaching corporate fi nance, investments, and fi nancial risk management. She is the Head of Department for Finance of the university and is also the Chair of the Finance Sub committee the Hungarian Academy of Sciences. Her expertise covers student loan systems, risk management, and, recently, network analysis. She has led several research projects in student loan design, liquidity management, heterogeneous agent models, and systemic risk. Peter Peter Csoka is an Associate Professor at the Department of Finance, Corvinus University of Budapest, and a research fellow in the Game Theory Research Group, Centre For Economic and Regional Studies, Hungarian Academy of Sciences. He received his Ph.D. i Daniel Havran is a postdoctoral research fellow at Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences. He also holds a part-time assistant professor position at the Corvinus University of Budapest, where he teaches corporate finance (BA, PhD) and credit risk management (MSc). He obtained his PhD in economics at Corvinus University of Budapest in 2011. Marton Michaletzky obtained his Ph.D. degree in Economics in 2011 from Corvinus University of Budapest. Between 2000 and 2003, he has been a Risk Manager and Macroeconomic Analyst with Concorde Securities Ltd. As Capital Market Transactions Manager, he gained experience in an EUR 3 bn securitization at the Hungarian State Motorway Management Company. In 2012, he took part in the preparation of an IPO and the private placement of a Hungarian financial services provider. Prior to joining DBH Investment, he was an assistant professor at the Department of Finance of CUB. Zsolt Tulassay works as a Quantitative Analyst at a major US investment bank, validating derivatives pricing models. Previously, Zsolt worked as an Assistant Lecturer at the Department of Finance at Corvinus University, teaching courses on Derivatives, Quantitative Risk Management, and Financial Econometrics. Zsolt holds MA degrees in Economics from Corvinus University of Budapest and Central European University. His research interests include derivatives pricing, yield curve modeling, liquidity risk, and heterogeneous agent models. Kata Varadi is an assistant professor at the Department of Finance, Corvinus University of Budapest since 2013. Kata graduated in finance in 2009 from Corvinus University of Budapest and was awarded a PhD degree in 2012 for her thesis on the analysis of the market liquidity risk on the Hungarian stock market. Her research areas are market liquidity, fixed income securities, and networks in healthcare systems. Besides doing research, she is active in teaching as well. She mainly teaches corporate finance, investments, valuation, and multinational financial management. Agnes Vidovics-Dancs is a PhD candidate and an assistant professor at the Department of Finance, Corvinus University of Budapest. Previously, she worked as a junior risk manager in the Hungarian Government Debt Management Agency. Her main research areas are government debt management (in general) and sovereign crises and defaults (in particular). She is a CEFA and CIIA diploma holder.


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Amazon.com: 2.7 out of 5 stars 14 reviews
D. Wong
5.0 out of 5 starsGreat book with easy to follow code
January 5, 2014 - Published on Amazon.com
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4 people found this helpful.
Ian K.
1.0 out of 5 starsThis is a book completely without redeeming value
January 29, 2014 - Published on Amazon.com
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15 people found this helpful.
Andres Velez
2.0 out of 5 starsDo not buy it...is very incomplete.
May 14, 2014 - Published on Amazon.com
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Siddhartha
2.0 out of 5 starsHuge Waste
February 19, 2014 - Published on Amazon.com
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3 people found this helpful.
W. Hogan
3.0 out of 5 starsMore for academics, not for actual investing
December 13, 2013 - Published on Amazon.com
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2 people found this helpful.