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Risk and Portfolio Analysis: Principles and Methods (Springer Series in Operations Research and Financial Enginee)

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Synopses & Reviews

Publisher Comments:

Investment and risk management problems are fundamental problems for

Synopsis:

This book offers principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible methods and models that capture the essential features of real-world problems.

About the Author

Henrik Hult is an associate professor at KTH Royal Institute of Technology in Stockholm, Sweden. Filip Lindskog is an associate professor at KTH Royal Institute of Technology in Stockholm, Sweden. Ola Hammarlid, PhD, is the Head of Quantitative Research at E. Öhman J:or Capital AB in Stockholm, Sweden. Carl Johan Rehn, PhD, is in Quantitative Research at E. Öhman J:or Capital AB in Stockholm, Sweden.

Table of Contents

Interest rates and financial derivatives .-Convex optimization . -Quadratic hedging principles. -Quadratic investment principles. -Utility based investment principles. -Risk measurement principles. -Empirical methods. -Parametric models and their tails. -Multivariate models.

Product Details

ISBN:
9781461441021
Author:
Hult, Henrik
Publisher:
Springer
Author:
Hammarlid, Ola
Author:
Rehn, Carl Johan
Author:
Lindskog, Filip
Subject:
Game Theory
Subject:
Financial engineering
Subject:
Financial statistics
Subject:
Insurance -- Mathematics.
Subject:
Portfolio optimization
Subject:
Risk management
Subject:
Quantitative Finance
Subject:
Statistics for Business/Economics/Mathematical Finance/Insurance
Subject:
Operations Research, Management Science
Subject:
Operations Research/Decision Theory
Subject:
Actuarial Sciences
Subject:
financial economics
Subject:
Mathematics-Modeling
Subject:
Operation Research/Decision Theory
Subject:
Applied
Copyright:
Edition Description:
2012
Series:
Springer Series in Operations Research and Financial Engineering
Publication Date:
20120831
Binding:
HARDCOVER
Language:
English
Pages:
348
Dimensions:
235 x 155 mm

Related Subjects

Business » Accounting and Finance
Business » Business Plans
Business » General
Business » Insurance
Business » Investing
Business » Management
Business » Writing
Reference » Science Reference » Technology
Science and Mathematics » Mathematics » Modeling
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Risk and Portfolio Analysis: Principles and Methods (Springer Series in Operations Research and Financial Enginee) New Hardcover
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Product details 348 pages Springer - English 9781461441021 Reviews:
"Synopsis" by , This book offers principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible methods and models that capture the essential features of real-world problems.
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