Detail Cantuman Kembali
Mathematical Asset Management
- Bagikan:
Mathematical Asset Management presents an accessible and practical introduction to financial derivatives and portofolio selection while also acting as a basis for furthrt study in mathematical finance.
Assuming a fundamental background in calculus, real analusis, andlinear algebra, the book uses mathematical tools only as needed and provides comprehensive, yet concise, coverage of various topics, such as:
1. Interest rates and the connection between present value and arbitrage
2. Financial instruments beyond bonds that serve as building blocks for portofolios
3. Trading strategies and risk perfomance measures
4. Stochastic properties of stock prices
5. The difference between expected return and expected growth and the geometric Brownian motion
6. Diversification through the creation of optimal portofolios under various contraints
7. The use of the Capital Asset Pricing MOdel to accurately estimate the difference between the return of the market and the short rate
Thomas Hoglund - Personal Name
331.19 THO m
978-0-470-23287-3
331.19
Text
English
John Willey & Sons
2008
United States of America
x; 222hlm
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