Portfolio Theory and Risk Management

Business & Finance, Economics, Statistics, Nonfiction, Science & Nature, Mathematics
Cover of the book Portfolio Theory and Risk Management by Maciej J. Capiński, Ekkehard Kopp, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Maciej J. Capiński, Ekkehard Kopp ISBN: 9781139984836
Publisher: Cambridge University Press Publication: August 7, 2014
Imprint: Cambridge University Press Language: English
Author: Maciej J. Capiński, Ekkehard Kopp
ISBN: 9781139984836
Publisher: Cambridge University Press
Publication: August 7, 2014
Imprint: Cambridge University Press
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Cambridge University Press

Cover of the book Raising Children by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Bluestockings Displayed by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Artists and Artistic Production in Ancient Greece by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Cloud and Precipitation Microphysics by Maciej J. Capiński, Ekkehard Kopp
Cover of the book The Cambridge History of the Cold War: Volume 1, Origins by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Optimal Control and Geometry: Integrable Systems by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Shakespeare and the Soliloquy in Early Modern English Drama by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Life after Dictatorship by Maciej J. Capiński, Ekkehard Kopp
Cover of the book The Cambridge Handbook of Instructional Feedback by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Heart Disease and Pregnancy by Maciej J. Capiński, Ekkehard Kopp
Cover of the book The Challenge of Safeguards in the WTO by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Transition to Hydrogen by Maciej J. Capiński, Ekkehard Kopp
Cover of the book The Princes of the Mughal Empire, 1504–1719 by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Interpreting Gödel by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Discovering Medieval Song by Maciej J. Capiński, Ekkehard Kopp
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy