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 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 Robert Alan Hill - BookBoon
This is an investor's guide to company share valuation in today's volatile markets using performance measures published by stock exchanges worldwide, plus other source material drawn from company data, analyst reports and the internet.
by AP Faure - Bookboon
Forwards, futures, swaps, options, hybrids and a category 'other' (credit derivatives, weather derivatives, etc.) make up the derivative markets. The word is drawn from 'derive' and means that the derivative instrument cannot exist on its own.
by Robert V. Kohn - New York University
An introduction to those aspects of partial differential equations and optimal control most relevant to finance: PDE’s naturally associated to diffusion processes, Kolmogorov equations and their applications, linear parabolic equations, etc.