Financial Risk Modelling and Portfolio Optimization with R pdf epub mobi txt 電子書下載2025

簡體網頁||繁體網頁

☆☆☆☆☆

出版者:John Wiley & Sons

作者:Bernhard Pfaff

出品人:

頁數:376

译者:

出版時間:2013-1-8

價格:GBP 66.95

裝幀:Hardcover

isbn號碼:9780470978702

叢書系列:

圖書標籤:

R
金融
Finance
數據分析
risk
Stochastics
金融數學
資産管理

下載連結在頁面底部

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 複製連結

想要找書就要到本本書屋

onlinetoolsland.com

立刻按 ctrl+D收藏本頁

你會得到大驚喜!!

Introduces the latest techniques advocated for measuring financial market risk and portfolio optimisation, 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 Optimisation with R: Demonstrates techniques in modelling financial risks and applying portfolio optimisation techniques as well as recent advances in the field. Introduces stylised facts, loss function and risk measures, conditional and unconditional modelling of risk; extreme value theory, generalised hyperbolic distribution, volatility modelling and concepts for capturing dependencies. Explores portfolio risk concepts and optimisation with risk constraints. Enables the reader to replicate the results in the book using R code. Is accompanied by a supporting website featuring examples and case studies in R. Graduate and postgraduate students in finance, economics, risk management as well as practitioners in finance and portfolio optimisation will find this book beneficial. It also serves well as an accompanying text in computer-lab classes and is therefore suitable for self-study.