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: Partial Differential Equations for FinancePartial Differential Equations for Finance
by - 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.
(22708 views)
Book cover: Finance for Non-financial ManagersFinance for Non-financial Managers
by - BookBoon
This textbook explains what all of the financial statements of a company means from a non finance point of view. Explained in easy to understand language, you will soon gain a great insight into the finance aspects of a company.
(19040 views)
Book cover: Analysis and Linear Algebra for FinanceAnalysis and Linear Algebra for Finance
by - Bookboon
These volumes present the elements of analysis and linear algebra used in financial models and in microeconomics. Functions and matrices are developed in part I and vector spaces, linear mappings and optimization methods are developed in part II.
(11871 views)
Book cover: Company Valuation and Share PriceCompany Valuation and Share Price
by - 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.
(10172 views)