Portfolio Theory and Risk Management

✍ Scribed by Maciej J. Capiński, Ekkehard Kopp

Publisher: Cambridge University Press
Year: 2014
Tongue: English
Leaves: 171
Series: Mastering Mathematical Finance
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

With its emphasis 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 only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of reducing VaR and AVaR by means of hedging techniques. A moderate pace, careful motivation and more than 70 exercises give students confidence in handling risk assessments in modern finance. Solutions and additional materials for instructors are available at www.cambridge.org/9781107003675.

✦ Subjects

Investing;Analysis & Strategy;Bonds;Commodities;Futures;Introduction;Mutual Funds;Online Trading;Options;Real Estate;Stocks;Business & Money;Statistics;Education & Reference;Business & Money;Statistics;Applied;Mathematics;Science & Math;Investments & Securities;Business & Finance;New, Used & Rental Textbooks;Specialty Boutique;Mathematics;Algebra & Trigonometry;Calculus;Geometry;Statistics;Science & Mathematics;New, Used & Rental Textbooks;Specialty Boutique

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