KTH Mathematics

Filip Lindskog

Risk and Portfolio Analysis:
Principles and Methods

Hult, H., Lindskog, F., Hammarlid, O., Rehn, C. J.
Springer Series in Operations Research and Financial Engineering, Springer 2012
ISBN 978-1-4614-4102-1

  • Read about the book and order the book at Springer
  • Supplementary material such as R-code for the examples in the book can be found below.

Supplementary material

The software "R", which was used for all graphics and numerical computations, is a free statistical software package available for free download. An introduction to "R" can be found at http://www.r-project.org/ where manuals are found in the menu to the left. Before you run the "R" code below for the examples in the book, download the zip file data.zip and save it in a folder named "Data".

Chapter 1

Chapter 3 Chapter 4 Chapter 5 Chapter 6 Chapter 7 Chapter 8 Chapter 9

Errata Please let us know if you find errors or typos.

Published by: Filip Lindskog
Updated: July, 2012