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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.

Financial Risk Modelling and Portfolio Optimization With R

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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.

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Auteur(s): Pfaff, Bernhard

Editeur: John Wiley & Sons

Année de Publication: 2016

pages: 448

Langue: Anglais

ISBN: 978-1-119-11966-1

eISBN: 978-1-119-11967-8

Edition: 2

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.

Voir toute la description...

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