Portfolio Theory and Financial Analyses
by Robert Alan Hill
Publisher: BookBoon 2010
Number of pages: 112
This book evaluates Modern Portfolio Theory for future study. From the original purpose of MPT through to asset investment by management, we learn why anybody today with the software and a reasonable financial education can model portfolios. However, computer driven models are so complex that hardly anybody understands what is going on. Returning to first principles, we learn why investors and not their computers should always interpret their results.
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by W. Härdle, T. Kleinow, G. Stahl - Springer
The book is designed for researchers who wish to develop professional skill in modern quantitative applications in finance. It presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance.
by Patrick Roger - BookBoon
Topics: Discrete-time stochastic processes (Markov chains , Martingales); Continuous-time stochastic processes (General framework, Brownian motion); Stochastic integral and Ito's lemma (Girsanov theorem, Stochastic differential equations).
by Sharon Kioko, Justin Marlowe - The Rebus Foundation
This is a new generation textbook for financial management in the public sector. It offers a thorough, applied, and concise introduction to the essential financial concepts and analytical tools that today's effective public servants need to know.
by Patrick Roger - Bookboon
These volumes present the elements of analysis and linear algebra used in financial models and in microeconomics. Functions and matrices are developed in part I and vector spaces, linear mappings and optimization methods are developed in part II.