Ebook Share

Publisher: Wiley
Language: English
ISBN: 047005316X
Paperback: 382 pages
Data: Feb 2008
Format: PDF
Description: This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.

iFile.it Click the link above to download from iFile.it http://iFile.it/

Please leave message if the download links are dead.
We will update them ASAP!

Related Books

Portfolio Optimization and Performance Analysis

Optimal Portfolio Modeling, CD-ROM includes Models Using Excel and R: Models to Maximize Returns and Control Risk in Excel and R

Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes

The Handbook of Risk

Risk and Asset Allocation

Portfolio Performance Evaluation

Stochastic Methods in Economics and Finance

Modeling Risk: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques

The Security Risk Assessment Handbook: A Complete Guide for Performing Security Risk Assessments

Credit Risk Modeling using Excel and VBA