Financial risk modelling and portfolio optimization with R /

Weitere Versionen (2)

Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. Financial Risk Modelling and Portfolio Optimization with R: Demonstrate...

Ausführliche Beschreibung

Gespeichert in:
1. Verfasser:
Pfaff, Bernhard
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Hoboken, New Jersey : Wiley, [2013]
Ausgabe:
1st edition
Zusammenfassung:
Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. Financial Risk Modelling and Portfolio Optimization with R: Demonstrates techniques in modelling financial risks and applying portfolio optimization techniques as well as recent advances in the field.Introduces stylized facts, loss function and risk measures, conditional and unconditional modelling of risk; extreme value theory
Umfang:
1 online resource (376 p.)
text file
Anmerkungen:
Description based upon print version of record.
Bibliografie:
Includes bibliographical references and index.
Schriftenreihe:
Statistics in practice
ISBN:
9781118477144
1118477146
9781118477120
111847712X
9781299190276
1299190278
9781118477137
1118477138
Schlagworte:
Financial risk > Mathematical models.
Portfolio management.
R (Computer program language)
Bezugswerke:
Links: