1. Your Working Environment
2. Reading Data in R
3. Financial Data
4. Introduction to R
5. Functions
6. Data Transformation
7. Merging Data Sets
8. Graphing Using Ggplot
9. Returns and Returns-based Statistics
10. Portfolios
11. Modeling Returns and Simulations
12. Linear and Polynomial Regression
13. Fixed Income
14. Principal Component Analysis
15. Options
16. Value at Risk
17. Time Series Analysis
18. Machine Learning
19. Presenting the Results of Your Analyses
20. Appendix: Main Packages Seen in this Book
Biography
Jean-Francois Collard holds a PhD in Computer Science from the University of Paris and a Habilitation from the University of Versailles, France. He was a scientist at the National Center for Scientific Research (CNRS) in Versailles then at HP Labs in Palo Alto, California, and an engineer at Intel in Santa Clara, California. He then had various quantitative roles at Citigroup, Santander and currently in the Investment Consulting Group of New York Life Investment Management. He is also an Adjunct Associate Professor at Baruch College in New York, USA.
