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Bernhard Pfaff - Financial Risk Modelling and Portfolio Optimization with R - 9781119119661 - V9781119119661
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Financial Risk Modelling and Portfolio Optimization with R

€ 91.30
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Description for Financial Risk Modelling and Portfolio Optimization with R Hardback. Num Pages: 420 pages. BIC Classification: KF; PB. Category: (P) Professional & Vocational. Dimension: 229 x 152. .

A must have text for risk modelling and portfolio optimization using R.

This book 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.  This edition has been extensively revised to include new topics on risk surfaces and probabilistic utility optimization as well as an extended introduction to R language.

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 ... Read more
  • Explores portfolio risk concepts and optimization with risk constraints.
  • Is accompanied by a supporting website featuring examples and case studies in R.
  • Includes updated list of R packages for enabling the reader to replicate the results in the book.

Graduate and postgraduate students in finance, economics, risk management as well as practitioners in finance and portfolio optimization will find this book beneficial. It also serves well as an accompanying text in computer-lab classes and is therefore suitable for self-study.

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Product Details

Publisher
John Wiley & Sons Inc
Format
Hardback
Publication date
2016
Condition
New
Weight
686g
Number of Pages
448
Place of Publication
New York, United States
ISBN
9781119119661
SKU
V9781119119661
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50

About Bernhard Pfaff
Bernhard Eugen Heinrich Pfaff, Director, Invesco Asset Management Deutschland GmbH, Germany.

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