Quantitative Risk and Portfolio Management: Theory and Practice

Winston, Kenneth J.

ISBN 10: 1009209043 / ISBN 13: 9781009209045

Edité par Cambridge University Press (edition New), 2023

A propos de cet article

It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

N° de réf. du vendeur 1009209043-8-1

Détails bibliographiques

• Titre: Quantitative Risk and Portfolio Management: Theory and Practice
• Éditeur: Cambridge University Press (edition New)
• Date de parution: 2023
• Langue: anglais
• ISBN à 10 chiffres: 1009209043
• ISBN à 13 chiffres: 9781009209045
• Reliure: Hardcover
• Édition: New.
• État de l'article: Very Good

A propos de ce titre

Synopsis

A comprehensive modern introduction to risk and portfolio management for quantitatively adept advanced undergraduate and beginning graduate students who will become practitioners in the field of quantitative finance. With a focus on real-world application, but providing a background in academic theory, this text builds a firm foundation of rigorous but practical knowledge. Extensive live data and Python code are provided as online supplements, allowing a thorough understanding of how to manage risk and portfolios in practice. With its detailed examination of how mathematical techniques are applied to finance, this is the ideal textbook for giving students with a background in engineering, mathematics or physics a route into the field of quantitative finance.

À propos de l?auteur

Kenneth J. Winston is a Lecturer in Economics at the California Institute of Technology and an Adjunct Professor of Mathematics at New York University. Having trained as a combinatorist at MIT, he moved into the field of quantitative finance, creating algorithms for equity and option investment strategies. He worked as a Chief Risk Officer at Western Asset Management and Morgan Stanley, and is a founder of the Buy Side Risk Managers Forum. Winston won the 2006 Roger Murray Award at the Institute for Quantitative Research in Finance and is a co-editor of The Oxford Handbook of Quantitative Asset Management (OUP: 2014).