Financial risk modelling and portfolio optimization with R /
Pfaff, Bernhard,
Financial risk modelling and portfolio optimization with R / - Second edition. - Chichester, West Sussex: John Wiley, 2016. - xvii, 426 pages ;
Includes bibliographical references and index.
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.
9781119119661 (cloth)
Financial risk-- Mathematical models.
Portfolio management.
R (Computer program language)
HG106 / .P484 2016
332.0285'5133 / PFA
Financial risk modelling and portfolio optimization with R / - Second edition. - Chichester, West Sussex: John Wiley, 2016. - xvii, 426 pages ;
Includes bibliographical references and index.
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.
9781119119661 (cloth)
Financial risk-- Mathematical models.
Portfolio management.
R (Computer program language)
HG106 / .P484 2016
332.0285'5133 / PFA