Risk and Portfolio Analysis: Principles and Methods

by Filip Lindskog, Henrik Hult, Ola Hammarlid, et al.

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 1461441021
• ISBN13: 9781461441021
• Release Date: July 2012
• Publisher: Springer
• Length: 338 Pages
• Weight: 1.47 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"