Financial Risk Modelling and Portfolio Optimization with R Reviews

Author: Bernhard Pfaff
Edition: 1
Publisher: Wiley
Binding: Hardcover
ISBN: 0470978708
Price:
You Save: 27%

Financial Risk Modelling and Portfolio Optimization with R (Statistics in Practice)

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.Financial Risk Modelling and Portfolio Optimization with R review. /b>

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.
• Enables the reader to replicate the results in the book using R codeRead full reviews of Financial Risk Modelling and Portfolio Optimization with R by Pfaff,.
  
  

  Read Financial Risk Modelling And Portfolio Optimization With R By Bernhard Pfaff reviews by

  
  Store Search search Title, ISBN and Author Financial Risk Modelling and Portfolio Optimization with R by Bernhard Pfaff Estimated delivery 3-12 business days Format Hardcover Condition Brand New Accompanied by a supporting website featuring examples and case studies in R, Financial Risk Modelling and Portfolio Optimization with R examines portfolio optimization from the perspective of computational finance and financial engineering. Publisher Description Introduces the latest techniques advocat
  

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  Financial Risk Modelling and Portfolio Optimization with R by Pfaff, Bernhard [Hardcover]
  

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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 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, volat
  

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  Financial Risk Modelling and Portfolio Optimization with R Reviews

  
  /b>

  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.
  • 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 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.