Financial risk modelling and portfolio optimization with R / (Record no. 25768)
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000 -LEADER | |
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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 |
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 |