**Mathematical Models in Portfolio Analysis**

by Farida Kachapova

**Publisher**: Bookboon 2013**ISBN-13**: 9788740303704**Number of pages**: 110

**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.

Download or read it online for free here:

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(3.7MB, PDF)

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