Portfolio Theory and Risk Management (Mastering Mathematical Finance)

Maciej J. Capinski

ISBN 10: 0521177146 / ISBN 13: 9780521177146

Published by Cambridge University Press 2014-09-29, 2014

About this Item

Seller Inventory # 6666-IUK-9780521177146

Bibliographic Details

• Title: Portfolio Theory and Risk Management (Mastering Mathematical Finance)
• Publisher: Cambridge University Press 2014-09-29
• Publication Date: 2014
• Language: English
• ISBN 10: 0521177146
• ISBN 13: 9780521177146
• Binding: Paperback
• Condition: New

About this title

Synopsis

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

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.