Financial risk modelling and portfolio optimization with R / (Record no. 4915)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01171cam a2200265 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 19117286 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | ZET-ke |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20210602124855.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160602s2016 enk b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2016016544 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119119661 (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9781119119685 (epub) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Transcribing agency | DLC |
| Description conventions | rda |
| Modifying agency | DLC |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG106 |
| Item number | .P484 2016 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Pfaff, Bernhard, |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Financial risk modelling and portfolio optimization with R / |
| Statement of responsibility, etc | Bernhard Pfaff. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | Second edition. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii, 426 pages ; |
| Dimensions | 24 cm |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | A brief in R -- Financial market data -- Measuring risks -- Modern portfolio theory -- Suitable distributions for returns -- Extreme value theory -- Modelling volatility -- Modelling dependence -- Robust portfolio optimization -- Diversification reconsidered -- Risk- optimal portfolios -- Tactical asset allocation -- Probabilistic utility. |
| 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. |
| 9 (RLIN) | 2329 |
| 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 | Library of Congress Classification |
| Koha item type | Books |
| Call number prefix | HG106 |
| Call number suffix | .P53 2016 |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Inventory number | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | Non-fiction | Zetech Library - Mang'u | Zetech Library - Mang'u | General Stacks | 29/05/2021 | Purchase | 7915 | HG106 .P53 2016 | Z009577 | 04/01/2024 | C.1 | 29/05/2021 | Books |