Introduction to Mathematical Portfolio Theory (International Series on Actuarial Science). Este artículo no está disponible.
Joshi, Mark S.; Paterson, Jane M.
10 valoraciones de Goodreads
Idioma: inglés
Editorial: Cambridge University Press, 2013
- Tapa dura
- Nuevo
Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
Vendedor de 5 estrellas
Vendedor de IberLibro desde 25 de marzo de 2015
No disponible
Tapa dura
Condición: Nuevo
EUR 90,05
Descripción del artículo del vendedor
In English.
N° de ref. del artículo ria9781107042315_new
- Título
- Introduction to Mathematical Portfolio Theory (International Series on Actuarial Science)
- Autor
- Joshi, Mark S.; Paterson, Jane M.
- Editorial
- Cambridge University Press
- Año de publicación
- 2013
- Estado
- New
- Encuadernación
- Encuadernación de tapa dura
- Idioma
- inglés
- ISBN 10
- 1107042313
- ISBN 13
- 9781107042315
- Peso del artículo
- 742 gramos
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.
“Sinopsis” puede pertenecer a otra edición de este título.
Acerca del autor
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.
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.
“Acerca de” puede pertenecer a otra edición de este título.
Resultados de la búsqueda para Introduction to Mathematical Portfolio Theory (International Series on Actuarial Science)
Hay 10 copias más de este libroVer todos los resultados