Sinossi
A rigorous account of classical portfolio theory and a simple introduction to modern risk measures and their limitations.
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Informazioni sugli autori
Maciej J. Capiński is an Associate Professor in the Faculty of Applied Mathematics at AGH University of Science and Technology in Kraków, Poland. His interests include mathematical finance, financial modelling, computer-assisted proofs in dynamical systems and celestial mechanics. He has authored ten research publications, one book, and supervised over 30 MSc dissertations, mostly in mathematical finance.
Ekkehard Kopp is Emeritus Professor of Mathematics at the University of Hull, where he taught courses at all levels in analysis, measure and probability, stochastic processes and mathematical finance between 1970 and 2007. His editorial experience includes service as founding member of the Springer Finance series (1998–2008) and the Cambridge University Press AIMS Library Series. He has taught in the UK, Canada and South Africa and he has authored more than 50 research publications and five books.
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Portfolio Theory and Risk Management (Mastering Mathematical Finance)
Editore:
Cambridge University Press (edition 1), 2014
ISBN 10: 0521177146
ISBN 13: 9780521177146
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Portfolio Theory and Risk Management (Mastering Mathematical Finance)
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paperback. Condizione: Very Good. Portfolio Theory and Risk Management (Mastering Mathematical Finance) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Codice articolo 7719-9780521177146
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Portfolio Theory and Risk Management (Mastering Mathematical Finance)
Editore:
Cambridge University Press -, 2014
ISBN 10: 0521177146
ISBN 13: 9780521177146
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paperback. Condizione: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee. Codice articolo 6545-9780521177146
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Portfolio Theory and Risk Management (Paperback)
Editore:
Cambridge University Press, Cambridge, 2014
ISBN 10: 0521177146
ISBN 13: 9780521177146
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Paperback. Condizione: new. Paperback. 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 With its focus on examples, exercises and calculations this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a rigorous treatment of the underlying theory and equips the reader to handle risk assessments in modern finance. Solutions and additional material are available at This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780521177146
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Portfolio Theory and Risk Management (Mastering Mathematical Finance)
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Condizione: New. Codice articolo I-9780521177146
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Portfolio Theory and Risk Management
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Paperback. Condizione: Brand New. 160 pages. 8.00x5.00x0.50 inches. In Stock. This item is printed on demand. Codice articolo __0521177146
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Portfolio Theory and Risk Management (Mastering Mathematical Finance)
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Cambridge University Press 2014-09-29, 2014
ISBN 10: 0521177146
ISBN 13: 9780521177146
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Paperback. Condizione: New. Codice articolo 6666-IUK-9780521177146
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Portfolio Theory and Risk Management (Mastering Mathematical Finance)
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Condizione: New. In. Codice articolo ria9780521177146_new
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Portfolio Theory and Risk Management
Editore:
Cambridge University Press, 2014
ISBN 10: 0521177146
ISBN 13: 9780521177146
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Portfolio Theory and Risk Management
Editore:
Cambridge University Press CUP, 2014
ISBN 10: 0521177146
ISBN 13: 9780521177146
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Condizione: New. pp. 176 Index. Codice articolo 2697804901
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