Buch, Englisch, 150 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 260 g
Buch, Englisch, 150 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 260 g
Reihe: Compact Textbooks in Mathematics
ISBN: 978-981-1985-43-0
Verlag: Springer Nature Singapore
The increase in volume and diversity of banking activities has resulted in a concurrent enhanced importance of portfolio theory, both in terms of management perspective (including risk management) and the resulting mathematical sophistication required. Most books on portfolio theory are written either from the management perspective, or are aimed at advanced graduate students and academicians. This book bridges the gap between these two levels of learning. With many useful solved examples and exercises with solutions as well as a rigorous mathematical approach of portfolio theory, the book is useful to undergraduate students of mathematical finance, business and financial management.
Zielgruppe
Upper undergraduate
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Betriebswirtschaft Management Risikomanagement
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Internationale Finanzmärkte
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
Weitere Infos & Material
Chapter 1. Mechanisms of Financial Markets.- Chapter 2. Fundamentals of Probability Theory.- Chapter 3. Asset Pricing Models.- Chapter 4. Mean-Variance Portfolio Theory.- Chapter 5. Utility Theory.- Chapter 6. Non-Mean-Variance Portfolio Theory.- Chapter 7. Optimal Portfolio Strategies.- Chapter 8. Bond Portfolio Optimization.- Chapter 9. Risk Management of Portfolios.