Logo

Mathematical Models in Portfolio Analysis

Small book cover: Mathematical Models in Portfolio Analysis

Mathematical Models in Portfolio Analysis
by

Publisher: Bookboon
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.

Home page url

Download or read it online for free here:
Download link
(3.7MB, PDF)

Similar books

Book cover: International Financial ReportingInternational Financial Reporting
by - BookBoon
The author explains the informational value of an annual report under the IFRS (International Financial Reporting Standards). Topics as the Balance sheet, Income statement, Cash flow statement and Statement of changes in equity are explained.
(10765 views)
Book cover: Probability for FinanceProbability for Finance
by - BookBoon
The book is intended to be a technical support for students in finance. Topics: Probability spaces and random variables; Moments of a random variable; Usual probability distributions in financial models; Conditional expectations and Limit theorems.
(7094 views)
Book cover: Behavioural FinanceBehavioural Finance
by - BookBoon
Behavioural finance, with its emphasis on the numerous biases and heuristics, puts a human face on the financial markets, recognizing that market participants are subject to biases that have predictable effects on prices.
(5092 views)
Book cover: Public Debt, Inequality, and PowerPublic Debt, Inequality, and Power
by - University of California Press
This book is the first comprehensive historical analysis of public debt ownership in the United States. It reveals that ownership of federal bonds has been increasingly concentrated in the hands of the 1 percent over the last three decades.
(1716 views)