Financial Risk Modelling and Portfolio Optimization with R

by Bernhard Pfaff

A must have text for risk modelling and portfolio optimization using R.

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...

• Format: Hardcover
• Language: English
• ISBN: 1119119669
• ISBN13: 9781119119661
• Release Date: October 2016
• Publisher: Wiley
• Length: 448 Pages
• Weight: 1.85 lbs.
• Dimensions: 1.0" x 6.1" x 8.9"