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

Paterson, Jane M.

ISBN 10: 1107042313 / ISBN 13: 9781107042315

Verlag: Cambridge University Press, 2013

The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Bestandsnummer des Verkäufers GOR012316453

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.

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.

Bibliografische Details

Titel: Introduction to Mathematical Portfolio ...
Verlag: Cambridge University Press
Erscheinungsdatum: 2013
Einband: Paperback
Zustand: Very Good