Can I read Mathematical Asset Management on EtoBox?

Mathematical Asset Management by Thomas Ho?glund., Thomas Höglund, Höglund, Thomas, Thomas Höglund is a book available to read on EtoBox.

What is Mathematical Asset Management about?

This work offers a practical approach to the mathematical tools needed to increase portfolio growth, learn successful trading strategies, and manage the risks associated with market fluctuation. \"Mathematical Asset Management\" presents an accessible and practical introduction to financial derivatives and portfolio selection while also acting as a basis for further study in mathematical finance. Assuming a fundamental background in calculus, real analysis, and linear algebra, this 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; stochastic properties of stock prices; the difference between expected return and expected growth and the geometric Brownian motion; diversification through the creation of optimal portfolios under various constraints; and, the use of the Capital Asset Pricing Model to accurately estimate the difference between the return of the market and the short rate. To further demonstrate the real

Author

Thomas Ho?glund., Thomas Höglund, Höglund, Thomas, Thomas Höglund

Publisher

Wiley-Interscience

Published

2008

Language

EN

ISBN

9780470293560

Subjects

Mathematics, Management, Economics