{"product_id":"financial-risk-modelling-and-portfolio-optimization-with-r-9781119119661","title":"Financial Risk Modelling and Portfolio Optimization with R","description":"\u003cp\u003e\u003cb\u003eA must have text for risk modelling and portfolio optimization using R.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eThis 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 as an extended introduction to R language.\u003c\/p\u003e \u003cp\u003e\u003ci\u003eFinancial Risk Modelling and Portfolio Optimization with R\u003c\/i\u003e \u003c\/p\u003e \u003cul\u003e \u003cli\u003eDemonstrates techniques in modelling financial risks and applying portfolio optimization techniques as well as recent advances in the field.\u003c\/li\u003e \u003cli\u003eIntroduces stylized facts, loss function and risk measures, conditional and unconditional modelling of risk; extreme value theory, generalized hyperbolic distribution, volatility modelling and concepts for capturing dependencies.\u003c\/li\u003e \u003cli\u003eExplores portfolio risk concepts and optimization with risk constraints.\u003c\/li\u003e \u003cli\u003eIs accompanied by a supporting website featuring examples and case studies in R.\u003c\/li\u003e \u003cli\u003eIncludes updated list of R packages for enabling the reader to replicate the results in the book.\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eGraduate and postgraduate students in finance, economics, risk management as well as practitioners in finance and portfolio optimization will find this book beneficial. It also serves well as an accompanying text in computer-lab classes and is therefore suitable for self-study.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Bernhard Pfaff\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 10\/03\/2016\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 448\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.50lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 8.90h x 6.10w x 1.00d\u003cbr\u003e\u003cb\u003eISBN:\u003c\/b\u003e 9781119119661\u003cbr\u003e\u003cp\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003cstrong\u003eBernhard Eugen Heinrich Pfaff\u003c\/strong\u003e, Director, Invesco Asset Management Deutschland GmbH, Germany.\u003cbr\u003e\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Hardcover","offer_id":40931898196083,"sku":"9.78112E+12","price":173.51,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0555\/9255\/0515\/products\/img_deaadcea-0215-4185-b9cb-8f643e2d1fa8.jpg?v=1692796125","url":"https:\/\/bookstorenmore.com\/products\/financial-risk-modelling-and-portfolio-optimization-with-r-9781119119661","provider":"Bookstore N More","version":"1.0","type":"link"}