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What is R and Rmetrics in Empirical Finance about?
This document provides an overview of topics in empirical finance using R and Rmetrics. It introduces various data sources and basic components for working with financial instruments and simulation frameworks. Specific topics covered include fixed income calculations, term structure modeling, risk management techniques, discrete derivatives pricing models, the Black-Scholes framework, stylized facts of asset returns, volatility surfaces, and implied trees. The document contains examples and illustrations th
- Author
- DhruvShah
- Language
- EN