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Financial Risk Modelling and Portfolio Optimization with R / Edition 2
Barnes and Noble
Financial Risk Modelling and Portfolio Optimization with R / Edition 2
Current price: $114.95
Barnes and Noble
Financial Risk Modelling and Portfolio Optimization with R / Edition 2
Current price: $114.95
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- 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.
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