Jak nakupovat
Doručení
Nákupní rádce
Introduction to Mathematical Portfolio Theory
Angličtina
227 b
30 dní na vrácení zboží
Zákazníci také koupili
/
Pevná
594
Kč
/
Pevná
1 478
Kč
/
Pevná
1 427
Kč
/
Pevná
1 428
Kč
/
Pevná
850
Kč
In this concise yet comprehensive guide to the mathematics of modern portfolio theory the authors discuss mean-variance analysis, factor models, utility theory, stochastic dominance, very long term investing, the capital asset pricing model, risk measures including VAR, coherence, market efficiency, rationality and the modelling of actuarial liabilities. Each topic is clearly explained with assumptions, mathematics, limitations, problems and solutions presented in turn. Joshi's trademark style of clarity and practicality is here brought to classical financial mathematics. The book is suitable for mathematically trained students in actuarial studies, business and economics as well as mathematics and finance, and it can be used for both self-study and as a course text. The authors' experience as both academics and practitioners brings clarity and relevance to the book, whilst ensuring that the limitations of models are highlighted.
Informace o knize
Angličtina
Kategorie
Darujte tuto knihu ještě dnes
Je to snadné
1 Přidejte knihu do košíku a zvolte doručit jako dárek 2 Obratem vám zašleme poukaz 3 Kniha dorazí na adresu obdarovanéhoMohlo by vás také zajímat
/
Pevná
626
Kč
