Introduction to Mathematical Portfolio Theory (International Series on Actuarial Science)
Mega Sale! Save 21% on the Introduction to Mathematical Portfolio Theory (International Series on Actuarial Science) by Cambridge University Press at HYIP Offer. MPN: 43171-608678. Hurry! Limited time offer. Offer valid only while supplies last. In this concise yet comprehensive guide to the mathematics of modern portfolio theory the authors discuss mean-variance analysis, factor models,
In this concise yet comprehensive guide to the mathematics of modern portfolio theory the authors discuss mean-variance analysis, factor models, utility theory, stochastic dominance, very long term investing, the capital asset pricing model, risk measures including VAR, coherence, market efficiency, rationality and the modelling of actuarial liabilities. Each topic is clearly explained with assumptions, mathematics, limitations, problems and solutions presented in turn. Joshi's trademark style of clarity and practicality is here brought to classical financial mathematics. The book is suitable for mathematically trained students in actuarial studies, business and economics as well as mathematics and finance, and it can be used for both self-study and as a course text. The authors' experience as both academics and practitioners brings clarity and relevance to the book, whilst ensuring that the limitations of models are highlighted.
|Manufacturer:||Cambridge University Press|
|Brand:||Cambridge University Press|
|Publisher:||Cambridge University Press|
|Studio:||Cambridge University Press|
|Item Weight:||1.4 pounds|
|Item Size:||0.75 x 9.72 x 9.72 inches|
|Package Weight:||1.41 pounds|
|Package Size:||5.83 x 0.79 x 0.79 inches|
Have questions about this item, or would like to inquire about a custom or bulk order?
If you have any questions about this product by Cambridge University Press, contact us by completing and submitting the form below. If you are looking for a specif part number, please include it with your message.
Related Best Sellers
By Brand: Richard D Irwin
ean: 9781556230790, isbn: 1556230796,
Offers advice on timing investments with changes in the market, tells how to identify patterns in market trends, and explains how to use long-term indicators...
By Brand: Traders Press
sku: 1332141, ean: 9780934380836, isbn: 093438083X,
Learn Dynamic Price Projection Techniques and how to project, well in advance, the specific price zones for support, resistance and trend termination. Learn Dynamic Time Projection techniques including Projected Turning Point Periods, Time Rhythm Zon...
ean: 9781543913750, isbn: 154391375X,
Risk is not a one-dimensional problem cured by a single dose of diversification. It's a multidimensional problem, and diversification’s passive risk reduction is only just the start. At least since Markowitz developed Modern Portfolio Theory 65 yea...
By Palgrave Macmillan Trade
ean: 9780230342071, isbn: 0230342078,
It’s no secret that these hard times have been even harder for the Black community. Approximately 35 percent of African Americans had no measurable assets in 2009, and 24 percent of these same households had only a motor vehicle. Dennis Kimbro, obs...
By McGraw-Hill Education
ean: 9780071416634, isbn: 0071416633,
A Wall Street wiz kid teaches teens all about investing At the age of 8, when most kids look no further than baseball cards and video games, young Tim Olsen bought his first stock. Now, with a diverse portfolio in hand, this13-year-old wunderkind has...
ean: 9781118100837, isbn: 1118100832,
Develop the skills to manage risk in the high-stakes world of financial speculation The Risk of Trading is a practical resource that takes an in-depth look at one of the most challenging factors of trading—risk management. The book puts a magnifyin...
By Filippo Stefanini
ean: 9780470026274, isbn: 0470026278,
One of the fastest growing investment sectors ever seen, hedge funds are considered by many to be exotic and inaccessible. This book provides an intensive learning experience, defining hedge funds, explaining hedge fund strategies while offering both...
By For Dummies
ean: 9780471752837, isbn: 0471752835,
The days of buying and holding stocks and mutual funds for years are gone; nowadays, futures and option markets offer some of the best opportunities to make money trading in volatile times. But like all investments, high risk is involved, and in orde...
By Vineer Bhansali
ean: 9780071791755, isbn: 0071791752,
"TAIL RISKS" originate from the failure of mean reversion and the idealized bell curve of asset returns, which assumes that highly probable outcomes occur near the center of the curve and that unlikely occurrences, good and bad, happen rarely, if at ...
By Enrique Vasquez
ean: 9781617643781, isbn: 1617643785,
Aprenda a invertir en la bolsa de valores, es un libro que va a enseñar a usted, desde el principio a como invertir; sin que usted tenga ningún conocimiento de como invertir en la bolsa de valores. Este libro lo va a llevar paso a paso hasta usted ...