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Mathematical Models in Portfolio Analysis

Mathematical Models in Portfolio Analysis
by Farida Kachapova

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

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.

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