项目作者: zodiac3539

项目描述 :
Finance R program - bond pricing, option pricing, and others
高级语言: R
项目地址: git://github.com/zodiac3539/FinanceInR1.git
创建时间: 2016-02-24T22:21:28Z
项目社区:https://github.com/zodiac3539/FinanceInR1

开源协议:

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Finance In R

This is the repository for bond-pricing and other derivative related in R.
You can go through finance classes with this R program.
This page also intends to help people who want to switch from Excel to R when they deal with finance matters.

Although there are many repositories for financing, it is difficult to find simpler one.
I’ll add one by one.

Currently available,
NPV
IRR
Duration
Bond Convexity
Foreign Exchange
Bond YTM
CAPM
Single regression on Stock
Machine Learning - K-nearest
Machine Learning - Classification Tree.

You can also see the explanation for these code through www.mbaprogrammer.com