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portada Portfolio Management in Continuous Time: Numerical Applications in R and Python
Type
Physical Book
Publisher
Author
Language
English
Pages
158
Format
Paperback
ISBN13
9783031999093

Portfolio Management in Continuous Time: Numerical Applications in R and Python

Menoncin, Francesco (Author) · Palgrave MacMillan · Paperback

Portfolio Management in Continuous Time: Numerical Applications in R and Python - Menoncin, Francesco

New Book Imported to Netherlands
Delivery: 27 Oct - 03 Nov Shipping: 40 to 44 business days.
€ 110,43
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€ 110,43

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Synopsis "Portfolio Management in Continuous Time: Numerical Applications in R and Python"

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.

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