Umfang:
1 Online-Ressource (x, 160 Seiten)
,
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ISBN:
9781139017398
Serie:
Mastering mathematical finance
Inhalt:
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
Anmerkung:
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Weitere Ausg.:
ISBN 9780521177146
Weitere Ausg.:
ISBN 9781107003675
Weitere Ausg.:
ISBN 9780521177146
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Capiński, Maciej, 1976 - Portfolio theory and risk management Cambridge : Cambridge University Press, 2014 ISBN 9780521177146
Weitere Ausg.:
ISBN 9781107003675
Sprache:
Englisch
Fachgebiete:
Wirtschaftswissenschaften
Schlagwort(e):
Portfoliomanagement
;
Risikomanagement
DOI:
10.1017/CBO9781139017398
URL:
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