Mastering R for Quantitative Finance is a sequel of our previous volume titled
Introduction to R for Quantitative Finance, and it is intended for those willing to
learn to use R's capabilities for building models in Quantitative Finance at a
more advanced level. In this book, we will cover new topics in empirical finance
(chapters 1-4), financial engineering (chapters 5-7), optimization of trading strategies
(chapters 8-10), and bank management (chapters 11-13).