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[Ebook.tBpP] Financial Risk Modelling and Portfolio Optimization with R

[Ebook.tBpP] Financial Risk Modelling and Portfolio Optimization with R

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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: 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. Financial Risk Modelling and Portfolio Optimization with R Financial Risk Modelling and Portfolio Optimization with R for risk modelling and portfolio optimization Financial Risk Modelling and Portfolio Financial Risk Modelling and Portfolio Optimization with R Financial Risk Modelling and Portfolio Optimization with R Bernhard Pfaff Financial risk modelling and portfolio optimization with R / Bernhard Pfaff p cm Financial Risk Modelling and Portfolio Optimization with R Financial Risk Modelling and Portfolio Optimization Part II RISK MODELLING 51 (Financial Risk Modelling and Portfolio Optimization with R Financial Risk Modelling and Portfolio Optimization with R Financial Risk Modelling and Portfolio Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization Financial Risk Modelling and Portfolio Optimization with R Financial Risk Modelling and Portfolio Optimization with R 43 Portfolio risk concepts 39 Part II RISK MODELLING 51 Financial Risk Modelling and Portfolio Optimization with R Financial Risk Modelling and Portfolio Optimization with R measuring financial market risk and portfolio Modelling and Portfolio Optimization with R: Financial Risk Modelling and Portfolio Optimization with R Financial Risk Modelling and Portfolio Optimization with R Financial Risk Modelling A must have text for risk modelling and portfolio optimization using FINANCIAL RISK MODELLING AND PORTFOLIO OPTIMIZATION WITH R financial risk modelling and portfolio optimization with r by pfaff bernhard 2013 hardcover financial risk download financial risk modelling and portfolio Financial Risk Modelling and Portfolio Optimization with R Financial Risk Modelling and Portfolio Optimization with R A must have text for risk modelling and portfolio Financial Risk Modelling and Portfolio Wiley: Financial Risk Modelling and Portfolio Optimization Financial Risk Modelling and Portfolio Optimization with R Bernhard Pfaff ISBN: 978-0-470-97870-2 374 pages For Instructors Companion Sites; Request Evaluation Copy;
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