Financial risk modelling and portfolio optimization with R /

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Accompanied by a supporting website featuring examples and case studies in R, this work examines portfolio optimisation from the perspective of computational finance and financial engineering.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Pfaff, Bernhard (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex, United Kingdom : Wiley, 2016.
Edición:Second edition.
Colección:Online access with DDA: Askews (Economics)
Temas:
Financial risk > Mathematical models.
Portfolio management.
R (Computer program language)
Risque financier > Modèles mathématiques.
Gestion de portefeuille.
R (Langage de programmation)
BUSINESS & ECONOMICS > Finance.
Portfolio management
Acceso en línea:Texto completo
Descripción
Sumario:Accompanied by a supporting website featuring examples and case studies in R, this work examines portfolio optimisation from the perspective of computational finance and financial engineering.
Descripción Física:1 online resource
Bibliografía:Includes bibliographical references and index.
ISBN:9781119119692
1119119693
9781119119685
1119119685
9781119119678
1119119677
1119119669
9781119119661

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