| 000 | 01006cam a2200265 i 4500 | ||
|---|---|---|---|
| 008 | 160602s2016 enk b 001 0 eng | ||
| 020 | _a9781119119661 (cloth) | ||
| 040 |
_aDLC _cDLC |
||
| 050 | 0 | 0 |
_aHG106 _b.P484 2016 |
| 082 | 0 | 0 |
_a332.0285'5133 _bPFA |
| 100 | 1 | _aPfaff, Bernhard, | |
| 245 | 1 | 0 | _aFinancial risk modelling and portfolio optimization with R / |
| 250 | _aSecond edition. | ||
| 260 |
_aChichester, West Sussex: _bJohn Wiley, _c2016. |
||
| 300 | _axvii, 426 pages ; | ||
| 504 | _aIncludes bibliographical references and index. | ||
| 520 | _a 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. | ||
| 590 | _aoif 04/02/2020 | ||
| 591 | _aLoans | ||
| 650 | 0 | _aFinancial risk-- Mathematical models. | |
| 650 | 0 | _aPortfolio management. | |
| 650 | 0 | _aR (Computer program language) | |
| 942 |
_2ddc _cBOOK |
||
| 949 | _a332.0285'5133 PFA | ||
| 999 |
_c16797 _d16797 |
||