Financial risk modelling and portfolio optimization with r
Auteur :
Pfaff, Bernhard
Éditeur :
Pfaff, Bernhard
ISBN :
9780470978702
Date de publication :
7 déc. 2012
Dimensions :
23,6 x 15,9 x 2,6 cm
Poids :
690 g
Langue :
Anglais
Pays d'origine :
USA
Accompanied by a supporting website featuring examples and case studies in R, Financial Risk Modelling and Portfolio Optimization with R examines portfolio optimization from the perspective of computational finance and financial engineering.