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R与量化投资分析入门书单（更新....）

2011-05-31

  • David Ruppert：Statistics and Data Analysis for Financial Engineering

  • Stefano M. Iacus：Option Pricing and Estimation of Financial Models with R

  • Jon Danielsson：Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab

  • Ngai Hang Chan：Time Series: Applications to Finance with R and S-Plus(R)