R scripts for Statistics and Data Analysis for Financial Engineering with R Examples, 2nd ed.
- Additional R Functions for the book
- Chapter 2, Returns
- Chapter 3, Fixed Income Securities
- Chapter 4, Exploratory Data Analysis
- Chapter 5, Modeling Univariate Distributions
- Chapter 6, Resampling
- Chapter 7, Multivariate Statistical Models
- Chapter 8, Copulas
- Chapter 9, Regression: Basics
- Chapter 10, Regression: Troubleshooting
- Chapter 11, Regression: Advanced Topics
- Chapter 12, Time Series Models: Basics
- Chapter 13, Times Series Models: Further Topics
- Chapter 14, GARCH Models
- Chapter 15, Cointegration
- Chapter 16, Portfolios
- Chapter 17, CAPM
- Chapter 18, Factor Models and Principal Components
- Chapter 19, Risk Management
- Chapter 20, Bayesian Data Analysis and MCMC
- Chapter 21, Nonparametric Regression and Splines
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