- Home
- Books
- Finance
- Financial Risk Management
- Quantitative finance with R and cryptocurrencies
Quantitative finance with R and cryptocurrencies
Availability: In stock
Regular Price
AED 145.56
Special Price
AED 138.28
The main objective of this book is to provide the necessary background to analyze cryptocurrencies markets and prices. To this end, the book consists of three parts: the first one is devoted to cryptocurrencies markets and explains how to retrieve cryptocurrencies data, how to compute liquidity measures with these data, how to calculate bounds for Bitcoin (and cryptocurrencies) fundamental value and how competing exchanges contribute to the price discovery process in the Bitcoin market. The second part is devoted to time series analysis with cryptocurrencies and presents a large set of univariate and multivariate time series models, tests for financial bubbles and explosive price behavior, as well as univariate and multivariate volatility models. The third part focuses on risk and portfolio management with cryptocurrencies and shows how to measure and backtest market risk, how to build an optimal portfolio according to several approaches, how to compute the probability of closure/bankruptcy of a crypto-exchange, and how to compute the probability of death of crypto-assets.All the proposed methods are accompanied by worked-out examples in R using the packages bitcoinFinance and bubble.This book is intended for both undergraduate and graduate students in economics, finance and statistics, financial and IT professionals, researchers and anyone interested in cryptocurrencies financial modelling. Readers are assumed to have a background in statistics and financial econometrics, as well as a working knowledge of R software.
Publisher Name | Independently Published |
---|---|
Author Name | Hagendorf, Col |
Format | Audio |
Bisac Subject Major | BUS |
Language | NG |
Isbn 10 | 1090685319 |
Isbn 13 | 9781090685315 |
Target Age Group | min:NA, max:NA |
Dimensions | 01.10" H x 20.08" L x 50.00" W |
Page Count | 588 |
Write Your Own Review
Recommended Products
The Secret of The Nagas (Shiva...
Today, He is a God. 4000 years ago, He was just a man.
The hunt is on. The sinister Naga warrior...
AED 40.00
Vedic Mathematics Made Easy- 2...
Vedic Mathematics Made Easy‘Vedic Mathematics Made Easy’ has been written by Dhaval Bathia. The...
Regular Price
AED 35.00
Special Price
AED 33.25