Introduction to R for Quantitative Finance
Language: English
Published by Packt Publishing Limited, GB, 2013
- Softcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 44.09
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Add to basketItem description from seller
Seller Inventory # LU-9781783280933
- Title
- Introduction to R for Quantitative Finance
- Author
- Peter Csoka, Marton Michaletzky, Zsolt Tulassay, Agnes Vidovics-Dancs, Gergely Daróczi, Michael Phule, Kata Váradi, Edina Berlinger (EURO), Daniel Daniel Havran, Agnes Vidovics Dancs
- Publisher
- Packt Publishing Limited, GB
- Publication year
- 2013
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 178328093X
- ISBN 13
- 9781783280933
- Item weight
- 300 grams
- Dimensions
- 23.5 x 19.1 x 0.9 cm
"Synopsis" may belong to another edition of this title.
About the Author
Michael Puhle obtained a Ph.D. in Finance from the University of Passau in Germany. He worked for several years as a Senior Risk Controller at Allianz Global Investors in Munich, and as an Assistant Manager at KPMG's Financial Risk Management practice, where he was advising banks on market risk models. Michael is also the author of Bond Portfolio Optimization published by Springer Publishing.
Edina Berlinger has a PhD in economics from the Corvinus University of Budapest. She is an associate professor, teaching corporate finance, investments, and financial risk management. She is the head of the Finance department of the university, and is also the chair of the finance subcommittee of the Hungarian Academy of Sciences. Her expertise covers loan systems, risk management, and more recently, network analysis. She has led several research projects in student loan design, liquidity management, heterogeneous agent models, and systemic risk.
Péter Csóka is an Associate Professor at the Department of Finance, Corvinus University of Budapest, and a research fellow in the Game Theory Research Group, Centre For Economic and Regional Studies, Hungarian Academy of Sciences. He received his Ph.D. in Economics from Maastricht University in 2008. His research topics include risk measures, risk capital allocation, game theory, corporate finance, and general equilibrium theory. He is currently focused on analyzing risk contributions for systemic risk and for illiquid portfolios. He has papers published in journals such as Mathematical Methods of Operational Research, European Journal of Operational Research, Games and Economic Behaviour, and Journal of Banking and Finance. He is the Chair of the organizing committee of the Annual Financial Market Liquidity Conference in Budapest.
Dániel Havran is a postdoctoral research fellow at Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences. He also holds a part-time assistant professor position at the Corvinus University of Budapest, where he teaches corporate finance (BA, PhD) and credit risk management (MSc). He obtained his PhD in economics at Corvinus University of Budapest in 2011.
"About the title" may belong to another edition of this title.
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