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Library,Documentation and Information Science Division

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borderland which separates the known from the unknown”

-P.C.Mahalanobis


Financial risk modelling and portfolio optimization with R / (Record no. 25768)

MARC details
000 -LEADER
fixed length control field 01599cam a2200265 a 4500
001 - CONTROL NUMBER
control field 17438987
003 - CONTROL NUMBER IDENTIFIER
control field ISI Library, Kolkata
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20150113132146.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 120823s2013 njua b 001 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780470978702 (cloth)
040 ## - CATALOGING SOURCE
Original cataloging agency ISI Library
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.02855133
Edition number 23
Item number P253
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Pfaff, Bernhard.
245 10 - TITLE STATEMENT
Title Financial risk modelling and portfolio optimization with R /
Statement of responsibility, etc Bernhard Pfaff.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Chichester :
Name of publisher, distributor, etc John Wiley,
Date of publication, distribution, etc 2013.
300 ## - PHYSICAL DESCRIPTION
Extent xvi, 356 p. :
Other physical details ill. ;
Dimensions 24 cm.
490 ## - SERIES STATEMENT
Series statement Statistics in practice
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note Part I Motivation:<br/>1. Introduction--<br/>2. A brief course in R--<br/>3. Financial market data--<br/>4. Measuring risks--<br/>5. Modern portfolio theory--<br/><br/>Part II Risk Modelling<br/>6. Suitable distributions for returns--<br/>7. Extreme value theory--<br/>8. Modelling volatility--<br/>9. Modelling dependence--<br/><br/>Part III Portfolio Optimization Approaches<br/>10. Robust portfolio optimization--<br/>11. Diversification reconsidered--<br/>12. Risk-optimal portfolios--<br/>13. Tactical asset allocation--<br/><br/>Appendix A--<br/>Appendix B--<br/>Appendix C--<br/>Appendix D--<br/>Index.<br/>
520 ## - SUMMARY, ETC.
Summary, etc 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.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial risk
General subdivision Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Portfolio management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element R (Computer program language).
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Holdings
Lost status Not for loan Home library Current library Date acquired Full call number Accession Number Koha item type Cost, normal purchase price Original Price
    ISI Library, Kolkata ISI Library, Kolkata 25/12/2013 332.02855133 P523 134038 Books    
    ISI Library, Kolkata ISI Library, Kolkata 27/11/2014 332.02855133 P523 C26268 Books 5246.58 USD 84.80
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