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Portfolio Theory and Risk Management (Mastering Mathematical Finance) - Softcover

Buch 6 von 8: Mastering Mathematical Finance

Capinski, Maciej J.

 
9780521177146: Portfolio Theory and Risk Management (Mastering Mathematical Finance)

Inhaltsangabe

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

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Über die Autorin bzw. den Autor

Maciej J. Capi¿ski 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.

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