Mathematical Models in Portfolio Analysis
by Farida Kachapova
Publisher: Bookboon 2013
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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by Patrick Roger - BookBoon
Topics: Discrete-time stochastic processes (Markov chains , Martingales); Continuous-time stochastic processes (General framework, Brownian motion); Stochastic integral and Ito's lemma (Girsanov theorem, Stochastic differential equations).
by 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.
by M. Khoshnevisan, at al. - American Research Press
The purpose of this book is to postulate some theories and test them numerically. It is designed for graduates and researchers who are active in the area of estimation and data sampling applied in financial survey modeling and applied statistics.
by Marcel B. Finan - Arkansas Tech University
This manuscripts is designed for an introductory course in the theory of interest and annuity. Each section contains the embedded examples with answer keys. The manuscript is suitable for a junior level course in the mathematics of finance.