Book

Mathematical Models in Portfolio Analysis

Description:
This book explains portfolio modelling in financial mathematics as a consistent mathematical theory with all steps justified. The topics include mean-variance portfolio analysis and capital market theory. The book contains many examples with solutions. Linear algebra rather than calculus is used as foundation for portfolio analysis; this approach is more conceptual and helps to avoid tedious calculations.

Mathematical Models in Portfolio Analysis
Alternative name: แบบจำลองทางคณิตศาสตร์ในการวิเคราะห์พอร์ตโฟลิโอ, 投资组合分析中的数学模型
Author:
Farida Kachapova
Genre:
Business, Mathematical
Publication Date:
2013
Page (Chapter):
110 pages
Language: 
English

Categories: Book, Non Fiction

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