Item Infomation
| Title: | Financial risk modelling and portfolio optimization with R |
| Authors: | Bernhard Pfaff. |
| Keywords: | Financial risk | Portfolio management | R (Computer program language) | Rủi ro tài chính |
| Issue Date: | 2016 |
| Publisher: | John Wiley & Sons |
| Abstract: | This book 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. This edition has been extensively revised to include new topics on risk surfaces and probabilistic utility optimization as well as an extended introduction to R language. |
| URI: | http://thuvienso.thanglong.edu.vn//handle/TLU/10657 |
| Appears in Collections | 1-Kinh tế - Quản lý |
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