Introduction to Mathematical Portfolio Theory - Rilegato

Joshi, Mark S.; Paterson, Jane M.

 
9781107042315: Introduction to Mathematical Portfolio Theory

Sinossi

This concise yet comprehensive guide focuses on the mathematics of portfolio theory without losing sight of the finance.

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Informazioni sugli autori

Mark S. Joshi is a researcher and consultant in mathematical finance, and a Professor at the University of Melbourne. His research focuses on derivatives pricing and interest rate derivatives in particular. He is the author of numerous research articles on quantitative finance and four books.

Jane M. Paterson obtained a PhD in pure mathematics from the University of Melbourne. She furthered her academic experience with a postdoctoral fellowship at the Mathematical Sciences Research Institute, Berkeley and a research fellowship at the University of Cambridge. More recently she has worked in both the UK and Australia as a director in a variety of specialist and generalist banking roles, including structured finance and economic capital, with organisations including National Australia Bank and ANZ.

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