Introduction to Mathematical Portfolio Theory, 2013, 325 pages, Mark S. Joshi, Jane M. Paterson, 1107042313, 9781107042315, Cambridge University Press, 2013In this concise yet comprehensive guide to the mathematics of modern portfolio theory the authors discuss mean-variance analysis, factor models, ...
Introduction to Mathematical Portfolio Theory 来自 cambridge.org 喜欢 0 阅读量: 83 作者: RE Bailey 摘要: 本书将金融经济的的关键全面透彻地展示给读者, 可被教学和研究领域广泛采纳。书中将给与资本市场一个全面的简述, 适用于金融经济中的高年级本科生和研究生, 在简述了金融市场的微观结构和股票市场价格...
It is also likely to be useful to practicing financial engineers, portfolio manager, and actuaries who wish to acquire a fundamental understanding of financial theory. The book makes heavy use of mathematics, but not at an advanced level. Various mathematical concepts are developed as needed, and...
theory of security markets requires knowledge of continuous time stochastic process models, measure theory, mathematical economics, and similar prerequisites which are generally not learned before the advanced graduate level. Hence a proper study of the full theory of security markets requires several ...
modern financial theory of security markets. The main subjects are derivatives and portfolio management. The book is intended to be used as a text by advanced undergraduates and beginning graduate students. It is also likely to be useful to practicing financial engineers, portfolio manager, and......
Without skimping on mathematical precision, this text presents concepts and applications us... (展开全部) 喜欢读"STRATEGY An Introduction to Game Theory"的人也喜欢 ··· Strategies and Games 8.9 Thinking Strategically 8.8 博弈论与信息经济学 7.8 Finance 8.4 All of Statistics 9.1 Pioneering...
to provide a deep level of understanding of the relevant mathematical theory and tools that can then be effectively used in practice, to teach students how to "think in mathematics" rather than simply to do mathematics by rote. Each chapter covers an area of mathematics such as mathematical ...
This is quite possible for small projects but would be difficult for large projects.As mathematical tools for carrying out this analysis are now well known and easy to implement even on desk computers,we will develop some mathematical concepts about it. The purpose is not to improve the "...
The full theory of security markets requires knowledge of continuous time stochas- tic process models, measure theory, mathematical economics, and similar prerequisites which are generally not learned before the advanced graduate level. Hence a proper study of the complete theory of security markets ...
Lack of clarity regarding its business model, the high degree of required judgment and 'rules of thumb' instead of mathematical precision may contribute to the perception that particularly venture capital is highly 'speculative'. The main factors that appear to make institutions shy away from this ...