Introduction

John Lee (), Jow-Ran Chang (), Lie-Jane Kao () and Cheng-Few Lee ()
Additional contact information
John Lee: Center for PBBEF Research
Jow-Ran Chang: National Tsing Hua University
Lie-Jane Kao: Takming University of Science and Technology, College of Finance
Cheng-Few Lee: The State University of New Jersey, Rutgers School of Business

Chapter Chapter 1 in Essentials of Excel VBA, Python, and R, 2023, pp 1-3 from Springer

Abstract: Abstract In Volume I of this book, we have shown how Excel VBA, Python, and R can be used in financial statistics analysis and portfolio analysis. In this volume, we will further demonstrate how these tools can be used to perform financial derivatives, machine learning, risk management, financial management, and financial analysis. In Sect. 1.2, we briefly describe the contents of Chap. 1 of Volume 1.

Date: 2023
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-14283-3_1

Ordering information: This item can be ordered from
http://www.springer.com/9783031142833

DOI: 10.1007/978-3-031-14283-3_1

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().