In this book more recently advocated techniques for measuring financial market risk and portfolio optimisation are presented. Within the book a plethora of elaborated R code examples are provided that enable the reader to replicate the results featured throughout the book.
Financial Risk Modelling and Portfolio Optimisation with R:
Graduate and postgraduate students in finance, economics, risk management as well as practitioners in finance and portfolio optimisation will find this book beneficial. It also serves well as an accompanying text in computer-lab classes and is therefore suitable for self-study.
The R code examples included in the first edition can be downloaded from here.
The errata of the first edition is provided as pdf-file.