R Programming for Finance培训

课程编码

rforfinance

课程时长

28 小时 通常来说是4天,包括中间休息。

要求

  • An understanding of finance (securities, derivatives, etc.)
  • A solid grasp of mathematics
  • Programming experience in any language is helpful but not required

课程概览

R是金融行业中流行的编程语言。它用于从核心交易程序到风险管理系统的金融应用程序。

在这个以讲师为主导的现场培训中,参与者将学习如何使用R开发实际应用来解决一些特定的财务相关问题。

在培训结束时,参与者将能够:

  • 理解R编程语言的基础知识
  • 选择并利用R软件包和技术来组织,可视化和分析来自各种来源(CSV, Excel ,数据库,Web等)的财务数据
  • 构建解决与资产分配,风险分析,投资绩效等相关问题的应用程序
  • 排除故障,集成部署和优化R应用程序

听众

  • 开发商
  • 分析师
  • 宽客

课程形式

  • 部分讲座,部分讨论,练习和繁重的实践练习

注意

  • 该培训旨在为财务专业人员面临的一些主要问题提供解决方案。但是,如果您想要附加或详细说明的特定主题,工具或技术,请与我们联系以安排。

Machine Translated

课程大纲

Introduction

Setting up the IDE (Integrated Development Environment)

  • RStudio

R Programming Fundamentals

  • R objects: vectors, matrices, arrays, data frames and lists
  • Flow control: branching, looping and truth testing

Accessing Data with R

  • Reading and writing CSV data
  • Accessing data in an SQL database

Visualizing Data with R

  • Plotting with R

Analyzing Data with R

  • Manipulating data frames
  • Descriptive statistics

Inference and Time Series Analysis

  • Analyzing time series data in financial markets
  • Volatility modeling for high frequency financial data

Simulating Asset Price Trajectories

  • Monte Carlo simulation

Asset Allocation and Portfolio Optimization

  • Performing capital allocation, asset allocation, and risk assessment
  • Regression analysis

Risk Analysis and Investment Performance

  • Defining and solving portfolio optimization problems
  • VaR and ES

Fixed-Income Analysis and Option Pricing

  • Performing fixed-income analysis and option pricing

Taking Your R Application into Production

  • Integrating your application with Excel and other web applications

Application Performance

  • Optimizing your application
  • R multiprocessing

Troubleshooting

Closing Remarks

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