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 World Literature and the Geographies of Resistance by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Salafism in Lebanon by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Resilient Organizations by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Values, Religion, and Culture in Adolescent Development by Maciej J. Capiński, Ekkehard Kopp
Cover of the book The Nature of Life by Maciej J. Capiński, Ekkehard Kopp
Cover of the book The Cambridge History of the English Short Story by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Monsoon Islam by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Hermann Lotze by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Managing Human Resources in China by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Predictive Statistics by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Non-Discrimination in International Trade in Services by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Milton, Toleration, and Nationhood by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Teaching the Arts by Maciej J. Capiński, Ekkehard Kopp
Cover of the book Becoming an Archaeologist by Maciej J. Capiński, Ekkehard Kopp
Cover of the book UN Human Rights Treaty Bodies 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