Portfolio Theory and Risk Management (Paperback)
 
作者: Maciej J Capinski & Ekkehard Kopp 
分類: Investment & securities ,
Probability & statistics  
書城編號: 1061910


售價: $462.00

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出版社: Cambridge University Press
出版日期: 2014/08/07
尺寸: 228x152x14mm
重量: 257 grams
ISBN: 9780521177146

商品簡介
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.
Maciej J Capinski & Ekkehard Kopp 作者作品表

Portfolio Theory and Risk Management (Paperback)

Portfolio Theory and Risk Management (Hardcover)

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