Portfolio Theory and Risk Management - Brossura

Capinski, Maciej J.

Brossura

ISBN 10: 0521177146 ISBN 13: 9780521177146

Casa editrice: Cambridge University Press, 2014

Riassunto

A rigorous account of classical portfolio theory and a simple introduction to modern risk measures and their limitations.

Su questo libro

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.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2014
• Lingua: Inglese
• ISBN 10: 0521177146
• ISBN 13: 9780521177146
• Rilegatura: Copertina flessibile
• Numero di pagine: 170
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia