Financial risk modelling and portfolio optimization with R /

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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Pfaff, Bernhard
Format: Electronic eBook
Language:Inglés
Published: Chichester, West Sussex, UK : John Wiley & Sons, 2013.
Series:Statistics in practice.
Subjects:
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
Portföljförvaltning.
R (programspråk)
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