Isbn: 9781107003675 - portfolio theory and risk management (mastering mathematical finance) (12 resultados)

Condición: New.

Condición: New. In English.

Condición: New. pp. 176 Index.

Hardcover. Condición: Brand New. 1st edition. 169 pages. 9.50x6.25x0.75 inches. In Stock.

Condición: New. A rigorous account of classical portfolio theory and a simple introduction to modern risk measures and their limitations. Series: Mastering Mathematical Finance. Num Pages: 172 pages, 35 b/w illus. 75 exercises. BIC Classification: KFFM; PBT. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 228 x 152 x 11. Weight in Grams: 400. . 2014. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. …

Condición: New. A rigorous account of classical portfolio theory and a simple introduction to modern risk measures and their limitations. Series: Mastering Mathematical Finance. Num Pages: 172 pages, 35 b/w illus. 75 exercises. BIC Classification: KFFM; PBT. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 228 x 152 x 11. Weight in Grams: 400. . 2014. 1st Edition. Hardcover. . . . . …

Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Condición: New. Print on Demand pp. 176 35 Illus.

Hardcover. Condición: new. Hardcover. 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 With its focus on examples, exercises and calculations this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a rigorous treatment of the underlying theory and equips the reader to handle risk assessments in modern finance. Solutions and additional material are available at This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. &Uumlber den AutorMaciej J. Capinski is an Associate Professor in the Faculty of Applied Mathematics at AGH University of Science and Technology in Krakow, Poland. His interests include mathematical finance, financial modelling, compute.…

Condición: New. PRINT ON DEMAND pp. 176.

Buch. Condición: Neu. Portfolio Theory and Risk Management | Maciej J. Capi¿ski (u. a.) | Buch | Gebunden | Englisch | 2015 | Cambridge University Press | EAN 9781107003675 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.…