| 书目名称 | Risk and Portfolio Analysis |
| 副标题 | Principles and Metho |
| 编辑 | Henrik Hult,Filip Lindskog,Carl Johan Rehn |
| 视频video | |
| 概述 | Combines useful practical insights with rigorous yet elementary mathematics.The presentation of the theory goes hand in hand with numerous real-world examples.The books aims to demystify many commonly |
| 丛书名称 | Springer Series in Operations Research and Financial Engineering |
| 图书封面 |  |
| 描述 | .Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into actual decisions.. .In Risk and Portfolio Analysis the authors present sound principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible principles, methods, and models that still capture the essential features of the real-world problems. They use rigorous, yet elementary mathematics, avoiding technically advanced approaches which have no clear methodological purpose and are practically irrelevant. The material progresses systematically and topics such as the pricing and hedging of derivative contracts, investment and hedging principles from portfolio theory, and risk measurement and multivariate models from risk management are covered appropriately. The theory is combined with numerous real-world examples that illustrate how the principles, methods |
| 出版日期 | Textbook 2012 |
| 关键词 | Financial engineering; Financial statistics; Insurance mathematics; Portfolio optimization; Risk managem |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4614-4103-8 |
| isbn_softcover | 978-1-4939-0031-2 |
| isbn_ebook | 978-1-4614-4103-8Series ISSN 1431-8598 Series E-ISSN 2197-1773 |
| issn_series | 1431-8598 |
| copyright | Springer Science+Business Media New York 2012 |
发表于 2025-3-21 18:36:18
