Library of American University of Madaba

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Pfaff, Bernhard,

Financial risk modelling and portfolio optimization with R / Bernhard Pfaff. - 2ed ed.. - Southern Gate, Chichester, West Sussex, UK : Wiley, 2016. - xvii, 426 p ; 24 cm

Includes bibliographical references and index.

ISBN: 9781119119661 (cloth)

Subjects--Topical Terms:
Financial risk--Mathematical models.
Portfolio management.
R (Computer program language)

LC Class. No.: HG106 / .P484 2016

Dewey Class. No.: 332.02855133 / P523