书中有 代码块 可以作为参考 (不过不是全部的整体的代码哦)
- Financial_Risk_Forecasting.pdf
内容详见亚马逊的链接:
http://www.amazon.com/Financial-Risk-Forecasting-Practice-Implementation/dp/0470669438
目录
Chapter 1. Financial Markets, Prices and Risk
Chapter 2. Univariate Volatility Modeling
Chapter 3. Multivariate Volatility Models
Chapter 4. Risk Measures
Chapter 5. Implementing Risk Forecasts
Chapter 6. Analytical Value–at–Risk for Options and Bonds
Chapter 7. Simulation Methods for VaR for Options and Bonds
Chapter 8. Backtesting and Stress Testing
Chapter 9. Extreme Value Theory
Chapter B. An Introduction to R
Chapter C. An Introduction to Matlab
这本书竟然还有个网站...
http://www.financialriskforecasting.com/book-code
可以去那里下载代码...引用:"...All the code from the book can be downloaded here..."
但是那个链接貌似不能代替此书...