图书标签: R 金融 Finance 数据分析 risk Stochastics 金融数学 资产管理
发表于2024-12-25
Financial Risk Modelling and Portfolio Optimization with R pdf epub mobi txt 电子书 下载 2024
Introduces the latest techniques advocated for measuring financial market risk and portfolio optimisation, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. Financial Risk Modelling and Portfolio Optimisation with R: Demonstrates techniques in modelling financial risks and applying portfolio optimisation techniques as well as recent advances in the field. Introduces stylised facts, loss function and risk measures, conditional and unconditional modelling of risk; extreme value theory, generalised hyperbolic distribution, volatility modelling and concepts for capturing dependencies. Explores portfolio risk concepts and optimisation with risk constraints. Enables the reader to replicate the results in the book using R code. Is accompanied by a supporting website featuring examples and case studies in R. Graduate and postgraduate students in finance, economics, risk management as well as practitioners in finance and portfolio optimisation will find this book beneficial. It also serves well as an accompanying text in computer-lab classes and is therefore suitable for self-study.
只看了markowitz Portfolio management和robust optimization的相关章节,对于r user来说还算不错的书,但是做optimization的话,还是Matlab之类的比较方便
评分我已上传人大论坛。
评分Risk modelling case, proof hard, practically easy
评分我已上传人大论坛。
评分Risk modelling case, proof hard, practically easy
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Financial Risk Modelling and Portfolio Optimization with R pdf epub mobi txt 电子书 下载 2024