Risk and Portfolio Analysis: Principles and Methods - Couverture rigide
Livre 20 sur 43: Springer Series in Operations Research and Financial Engineering
Synopsis
Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into actual decisions.
In Risk and Portfolio Analysis the authors present sound principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible principles, methods, and models that still capture the essential features of the real-world problems. They use rigorous, yet elementary mathematics, avoiding technically advanced approaches which have no clear methodological purpose and are practically irrelevant. The material progresses systematically and topics such as the pricing and hedging of derivative contracts, investment and hedging principles from portfolio theory, and risk measurement and multivariate models from risk management are covered appropriately. The theory is combined with numerous real-world examples that illustrate how the principles, methods, and models can be combined to approach concrete problems and to draw useful conclusions. Exercises are included at the end of the chapters to help reinforce the text and provide insight.
This book will serve advanced undergraduate and graduate students, and practitioners in insurance, finance as well as regulators. Prerequisites include undergraduate level courses in linear algebra, analysis, statistics and probability.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Henrik Hult is an associate professor at KTH Royal Institute of Technology in Stockholm, Sweden. Filip Lindskog is an associate professor at KTH Royal Institute of Technology in Stockholm, Sweden. Ola Hammarlid, PhD, is the Head of Quantitative Research at E. Öhman J: or Capital AB in Stockholm, Sweden. Carl Johan Rehn, PhD, is in Quantitative Research at E. Öhman J: or Capital AB in Stockholm, Sweden.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Risk and Portfolio Analysis : Principles and Methods
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Springer New York, 2012
ISBN 10 : 1461441021
ISBN 13 : 9781461441021
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Risk and Portfolio Analysis
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Springer New York Jul 2012, 2012
ISBN 10 : 1461441021
ISBN 13 : 9781461441021
Neuf
Couverture rigide
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into actual decisions.In Risk and Portfolio Analysis the authors present sound principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible principles, methods, and models that still capture the essential features of the real-world problems. They use rigorous, yet elementary mathematics, avoiding technically advanced approaches which have no clear methodological purpose and are practically irrelevant. The material progresses systematically and topics such as the pricing and hedging of derivative contracts, investment and hedging principles from portfolio theory, and risk measurement and multivariate models from risk management are covered appropriately. The theory is combined with numerous real-world examples that illustrate how the principles, methods, and models can be combined to approach concrete problems and to draw useful conclusions. Exercises are included at the end of the chapters to help reinforce the text and provide insight.This book will serve advanced undergraduate and graduate students, and practitioners in insurance, finance as well as regulators. Prerequisites include undergraduate level courses in linear algebra, analysis, statistics and probability. 352 pp. Englisch. N° de réf. du vendeur 9781461441021
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Risk and Portfolio Analysis
Edité par
Springer New York, 2012
ISBN 10 : 1461441021
ISBN 13 : 9781461441021
Neuf
Couverture rigide
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Combines useful practical insights with rigorous yet elementary mathematicsThe presentation of the theory goes hand in hand with numerous real-world examplesThe books aims to demystify many commonly encountered approaches to risk management. N° de réf. du vendeur 4198331
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Risk and Portfolio Analysis: Principles and Methods
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Springer-Verlag New York Inc., 2012
ISBN 10 : 1461441021
ISBN 13 : 9781461441021
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Risk and Portfolio Analysis: Principles and Methods
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Hardcover. Etat : Brand New. 2012 edition. 348 pages. 9.25x6.25x1.00 inches. In Stock. N° de réf. du vendeur x-1461441021
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