Introduction to Mathematical Portfolio Theory Hardback (International Series on Actuarial Science) - Hardcover

Joshi; Paterson

 
9781107042315: Introduction to Mathematical Portfolio Theory Hardback (International Series on Actuarial Science)
Hardcover
ISBN 10: 1107042313 ISBN 13: 9781107042315
Verlag: Cambridge University Press, 2013

Inhaltsangabe

A concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.

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Über die Autorinnen und Autoren

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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Verlag
Cambridge University Press
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
1107042313
ISBN 13 
9781107042315
Einband
Tapa dura
Auflage
1
Anzahl der Seiten
325
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Avery
https://www.avery.fr/

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