Francesco Menoncin – författare
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4 produkter
4 produkter
Risk Management for Pension Funds
A Continuous Time Approach with Applications in R
Inbunden, Engelska, 2021
773 kr
Skickas inom 10-15 vardagar
This book presents a consistent and complete framework for studying the risk management of a pension fund.
Risk Management for Pension Funds
A Continuous Time Approach with Applications in R
Häftad, Engelska, 2022
554 kr
Skickas inom 10-15 vardagar
This book presents a consistent and complete framework for studying the risk management of a pension fund.
980 kr
Kommande
This textbook covers essential topics in quantitative finance, including stochastic calculus, portfolio optimization (static and dynamic), and risk-neutral pricing. Combining financial theory with real-world applications, the book presents a step-by-step guide to modelling financial data in continuous time using R and Python. The side-by-side presentation of the two software languages allows readers to grasp the similarities and differences between the two codes, while guiding them through models calibrated with actual market data that illustrate the quantitative characteristics of optimal portfolios.Reinforced with pedagogical features including accompanying online datasets and numerical exercises to understand stochastic processes, this textbook will be a valuable resource for postgraduate students on corporate finance, quantitative finance, portfolio and investment management, risk management and actuarial courses, as well as finance professionals undertaking quantitative modelling.
302 kr
Skickas inom 10-15 vardagar
La finanza moderna presenta problemi sempre diversi in seguito al continuo sviluppo di nuovi strumenti finanziari. Nel volume si trovano numerosi listati di programma che consentono di avere a disposizione una libreria piuttosto articolata di strumenti per la misurazione e la gestione del rischio.