{"product_id":"9781118477120","title":"Financial Risk Modelling and Portfolio Optimization with R","description":"\u003cp\u003e\u003cb\u003eIntroduces 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.\u003c\/b\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003ci\u003eFinancial Risk Modelling and Portfolio Optimization with R:\u003c\/i\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eDemonstrates techniques in modelling financial risks and applying portfolio optimisation techniques as well as recent advances in the field.\u003c\/li\u003e\n\u003cli\u003eIntroduces 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.\u003c\/li\u003e\n\u003cli\u003eExplores portfolio risk concepts and optimization with risk constraints.\u003c\/li\u003e\n\u003cli\u003eEnables the reader to replicate the results in the book using R code.\u003c\/li\u003e\n\u003cli\u003eIs accompanied by a supporting website featuring examples and case studies in R.\u003c\/li\u003e\n\u003c\/ul\u003eGraduate 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","brand":"Wiley","offers":[{"title":"Default Title","offer_id":47120453763312,"sku":"9781118477120","price":106.95,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9781118477120_p0.jpg?v=1763694311","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9781118477120","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}