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:
Download link
(3.7MB, PDF)
Similar books
Financial Decision-making and Investor Behaviourby Peter Dybdahl Hede - BookBoon
Behavioural finance uses our knowledge of psychology to improve our understanding of how individual investors make financial decisions. This book provides an introduction to behavioural finance, investor behaviour and financial decision-making.
(15234 views)
Fixing Global Financeby Kavaljit Singh - Madhyam and SOMO
The aim of this book is to stimulate a debate on reforming the global finance. It examines recent problems afflicting the global financial system. It enunciates guiding principles and offers concrete policy measures to create a more stable system.
(11156 views)
Construction Financial Managementby S. L. Tang - Bookboon
This is a textbook on construction financial management written in simple English for undergraduate students who study construction related programmes. It is also suitable for postgraduate students who are less familiar with financial management.
(11045 views)
Financial Numerical Recipes in C++by Bernt Arne Ødegaard
Useful examples and algorithms for people working within the field of finance. Typical examples are option/derivatives pricing, term structure calculations, mean variance analysis. The author made C++ subroutines that implements common algorithms.
(29613 views)