Portfolio theory and risk management
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: Portfolio theory and risk management
Portfolio theory and risk management
MASTERING MATHEMATICAL FINANCEPortfolio Theory andRisk ManagementMACIEJ J. CAPINSKIEKKEHARD KOPPPortfolio Theory and Risk ManagementWith its emphasis Portfolio theory and risk management on examples, exercises and calculations. this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming Portfolio theory and risk management only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generali/alions. such as A VPortfolio theory and risk management
aR. brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of reducing VaR and AVaR byMASTERING MATHEMATICAL FINANCEPortfolio Theory andRisk ManagementMACIEJ J. CAPINSKIEKKEHARD KOPPPortfolio Theory and Risk ManagementWith its emphasis Portfolio theory and risk managementodern finance. Solutions and additional materials for instructors arc available at www.cambridgc.org/9781107003675.MACIEJ J. CAPINSKI is an Associate Professor in the Faculty of Applied Mathematics at AGH University of Science and Technology in Kraków. Poland. His interests include mathematical fina Portfolio theory and risk managementnce, financial modelling, computer-assisted proofs in dynamical systems and celestial mechanics. He has authored 10 research publications, one book, aPortfolio theory and risk management
nd supervised over 30 MSc dissertations, mostly in mathematical finance.EKKEHARD KOPP is Emeritus Professor of Mathematics at the University of Hull, MASTERING MATHEMATICAL FINANCEPortfolio Theory andRisk ManagementMACIEJ J. CAPINSKIEKKEHARD KOPPPortfolio Theory and Risk ManagementWith its emphasis Portfolio theory and risk managementditorial experience includes service as founding member of the Springer Finance series (1998-2008) and the Cambridge University Press AIMS Library Series. He has taught in the UK. Canada and South Africa and he has authored more than 50 research publications and five books.Mastering Mathematical Fin Portfolio theory and risk managementanceMastering Mathematical Finance is a series of short books that cover all core topics and the most common electives olTcrcd in Master's programmesPortfolio theory and risk management
in mathematical or quantitative finance. The books are closely coordinated and largely self-contained, and can be used efficiently in combination but MASTERING MATHEMATICAL FINANCEPortfolio Theory andRisk ManagementMACIEJ J. CAPINSKIEKKEHARD KOPPPortfolio Theory and Risk ManagementWith its emphasis Portfolio theory and risk managementobability theory. The necessary mathematics is developed rigorously, with emphasis on a natural development of mathematical ideas and financial intuition, and the readers quickly sec real-life financial applications, both for motivation and as the ultimate end for the theory. All books are written f Portfolio theory and risk managementor both teaching and self-study, with worked examples, exercises and solutions.[DMFM]Discrete Models of Financial Markers. Marek Capinski, Ekkehard KoPortfolio theory and risk management
pp[PF]Probability for Finance. Ekkehard Kopp. Jan Malczak. Tomasz ZastawniakISCF]Stochastic Calculus for Finance. Marek Capinski. Ekkehard Kopp. JanusMASTERING MATHEMATICAL FINANCEPortfolio Theory andRisk ManagementMACIEJ J. CAPINSKIEKKEHARD KOPPPortfolio Theory and Risk ManagementWith its emphasis Portfolio theory and risk managementNumerical Methods in Finance with C++. Maciej J. Capinski. Tomasz Zastawniak[SIR]Stochastic Interest Rates, Daragh McInerney. Tomasz Zastawniak[CRJCredit Risk, Marek Capinski. Tomas/ Zaslawniak[HZ]Financial Econometrics. Marek Capinski[SCAF1Stochastic Control Applied to Finance. S/ymon Pcs/al. Tomas Portfolio theory and risk managementz Zaslaw niakSeries editors Marek Capinski, AGH University of Science and Technology. Krakow;Ekkehard Kopp. University' of Hull; Tomasz Zastawniak. UnPortfolio theory and risk management
iversity of YorkPortfolio Theory and Risk ManagementMACIEJ J. CAPINSKIAGH University of Science and Technology, Kraków, PolandEKKEHARD KOPPUniversity MASTERING MATHEMATICAL FINANCEPortfolio Theory andRisk ManagementMACIEJ J. CAPINSKIEKKEHARD KOPPPortfolio Theory and Risk ManagementWith its emphasis MASTERING MATHEMATICAL FINANCEPortfolio Theory andRisk ManagementMACIEJ J. CAPINSKIEKKEHARD KOPPPortfolio Theory and Risk ManagementWith its emphasisGọi ngay
Chat zalo
Facebook