![]() Mathematical Asset Management
ISBN: 978-0-470-29355-3
Adobe E-Book
256 pages
May 2008
US $89.95
This price is valid for United States. Change location to view local pricing and availability. Other Available Formats: Hardcover
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This book presents an accessible and practical introduction to financial derivatives and portfolio selection. Assuming a fundamental background in calculus, real analysis, and linear algebra, the book uses mathematical tools only as needed and provides comprehensive, yet concise, coverage of various topics, such as: interest rates and the connection between present value and arbitrage; financial instruments beyond bonds that serve as building blocks for portfolios; trading strategies and risk performance measures; and stochastic properties of stock prices.

