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Introduction to Mathematical Portfolio Theory Hardback (International Series on Actuarial Science) - Tapa dura

Joshi; Paterson

 
9781107042315: Introduction to Mathematical Portfolio Theory Hardback (International Series on Actuarial Science)
Tapa dura
ISBN 10: 1107042313 ISBN 13: 9781107042315
Editorial: Cambridge University Press, 2013

Sinopsis

A concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.

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Acerca de los autores

Mark S. Joshi is a researcher and consultant in mathematical finance, and a Professor at the University of Melbourne. His research focuses on derivatives pricing and interest rate derivatives in particular. He is the author of numerous research articles on quantitative finance and four books.

Jane M. Paterson obtained a PhD in pure mathematics from the University of Melbourne. She furthered her academic experience with a postdoctoral fellowship at the Mathematical Sciences Research Institute, Berkeley and a research fellowship at the University of Cambridge. More recently she has worked in both the UK and Australia as a director in a variety of specialist and generalist banking roles, including structured finance and economic capital, with organisations including National Australia Bank and ANZ.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Cambridge University Press
Año de publicación
2013
Idioma
Inglés
ISBN 10 
1107042313
ISBN 13 
9781107042315
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
325
Contacto del fabricante
no disponible
Persona responsable
GPSR Kontakt
gpsr@libri.de

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