Financial Risk Modelling and Portfolio Optimization with R (Hardcover)

Bernhard Pfaff

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Lingua: inglese

Editore: John Wiley & Sons Inc, New York, 2016

1119119669 / 9781119119661

Serie: Libro 38 di 49 - Statistics in Practice

Da: CitiRetail, Stevenage, Regno UnitoCitiRetail

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Venditore AbeBooks dal 29 giugno 2022

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Hardcover. 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 stylized facts, loss function and risk measures, conditional and unconditional modelling of risk; extreme value theory, generalized hyperbolic distribution, volatility modelling and concepts for capturing dependencies.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. Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Codice articolo 9781119119661

Titolo
Financial Risk Modelling and Portfolio Optimization with R (Hardcover)
Autore
Bernhard Pfaff
Editore
John Wiley & Sons Inc, New York
Anno di pubblicazione
2016
Condizione
new
Rilegatura
Hardcover
Lingua
inglese
ISBN 10
1119119669
ISBN 13
9781119119661
Edizione
seconda edizione
Serie
Libro 38 di 49: Statistics in Practice

CitiRetail

Stevenage, Regno Unito

Venditore con 5 stelle

Venditore AbeBooks dal 29 giugno 2022

Tariffe di spedizione da Regno Unito a U.S.A.

ArticoloDa 7 a 14 giorni lavorativiDa 7 a 60 giorni lavorativi
Primo articoloEUR 44,20EUR 44,20
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