Portfolio Theory and Risk Management (Mastering Mathematical Finance) - Softcover

Book 6 of 8: Mastering Mathematical Finance

Capinski, Maciej J.

 
9780521177146: Portfolio Theory and Risk Management (Mastering Mathematical Finance)
Softcover
ISBN 10: 0521177146 ISBN 13: 9780521177146
Publisher: Cambridge University Press, 2014

Synopsis

A rigorous account of classical portfolio theory and a simple introduction to modern risk measures and their limitations.

"synopsis" may belong to another edition of this title.

About the Authors

Maciej J. Capiński is an Associate Professor in the Faculty of Applied Mathematics at AGH University of Science and Technology in Kraków, Poland. His interests include mathematical finance, financial modelling, computer-assisted proofs in dynamical systems and celestial mechanics. He has authored ten research publications, one book, and supervised over 30 MSc dissertations, mostly in mathematical finance.

Ekkehard Kopp is Emeritus Professor of Mathematics at the University of Hull, where he taught courses at all levels in analysis, measure and probability, stochastic processes and mathematical finance between 1970 and 2007. His editorial experience includes service as founding member of the Springer Finance series (1998–2008) and the Cambridge University Press AIMS Library Series. He has taught in the UK, Canada and South Africa and he has authored more than 50 research publications and five books.

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2014
Language
English
ISBN 10 
0521177146
ISBN 13 
9780521177146
Binding
Paperback
Edition number
1
Number of pages
170

Other Popular Editions of the Same Title

9781107003675: Portfolio Theory and Risk Management (Mastering Mathematical Finance)

Featured Edition

ISBN 10:  1107003679 ISBN 13:  9781107003675
Publisher: Cambridge University Press, 2014
Hardcover