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
Finance for Non-financial Managersby MTD Training - 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.
(19375 views)
Probability for Financeby Patrick Roger - 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.
(14590 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.
(26567 views)
Strategic Financial Management: Exercisesby Robert Alan Hill - BookBoon
By following the same structure as the companion text, this book of exercises tests your knowledge of Strategic Financial Management. It also develops a number of theoretical concepts outlined in the companion text as a guide to further study.
(15191 views)