Financial risk modelling and portfolio optimization with R

Financial risk modelling and portfolio optimization with R / Bernhard Pfaff.

Accompanied by a supporting website featuring examples and case studies in R, this work examines portfolio optimisation from the perspective of computational finance and financial engineering.

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Bibliographic Details
Main Author:	Pfaff, Bernhard (Author)
Format:	eBook
Language:	English
Published:	Chichester, West Sussex, United Kingdom : Wiley, 2016.
Edition:	Second edition.
Series:	Online access with DDA: Askews (Economics)
Subjects:	Financial risk > Mathematical models. Portfolio management. R (Computer program language) BUSINESS & ECONOMICS > Finance. Portfolio management
Online Access:	Click for online access

Description
Summary:	Accompanied by a supporting website featuring examples and case studies in R, this work examines portfolio optimisation from the perspective of computational finance and financial engineering.
Physical Description:	1 online resource
Bibliography:	Includes bibliographical references and index.
ISBN:	9781119119692 1119119693 9781119119685 1119119685 9781119119678 1119119677 1119119669 9781119119661
Source of Description, Etc. Note:	Print version record.