Portfolio Theory and Risk Management
Book Details
Format
Paperback / Softback
Book Series
Mastering Mathematical Finance
ISBN-10
0521177146
ISBN-13
9780521177146
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Aug 7th, 2014
Print length
169 Pages
Weight
286 grams
Dimensions
22.90 x 15.10 x 0.90 cms
Product Classification:
Investment & securitiesProbability & statistics
Ksh 6,850.00
Manufactured on Demand
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With its focus on examples, exercises and calculations this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a rigorous treatment of the underlying theory and equips the reader to handle risk assessments in modern finance. Solutions and additional material are available at www.cambridge.org/9781107003675.
With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of reducing VaR and AVaR by means of hedging techniques. A moderate pace, careful motivation and more than 70 exercises give students confidence in handling risk assessments in modern finance. Solutions and additional materials for instructors are available at www.cambridge.org/9781107003675.
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