Portfolio management - Mathematical models.
概要
| 作品: | 45 作品在 10 項出版品 10 種語言 | |
|---|---|---|
書目資訊
Optimal risk-return trade-offs of commercial banks : = and the suitability of profitability measures for loan portfolios /
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The measurement of market risk : = modelling of risk factors, asset pricing, and approximation of portfolio distributions /
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Efficient asset management : = a practical guide to stock portfolio optimization and asset allocation /
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Fixed-income securities : = valuation, risk management, and portfolio strategies /
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Introduction to the mathematics of finance : = from risk management to options pricing /
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Quantitative trading strategies = harnessing the power of quantitative techniques to create a winning trading program /
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Active portfolio management = a quantitative approach for providing superior returns and controlling risk /
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Optimal portfolios = stochastic models for optimal investment and risk management in continuous time /
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Option pricing and portfolio optimization : = modern methods of financial mathematics /
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Advanced stochastic models, risk assessment, and portfolio optimization : = the ideal risk, uncertainty, and performance measures /
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Portfolio analysis = from probabilistic to credibilistic and uncertain approaches /
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Optimizing optimization = the next generation of optimization applications and theory /
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Portfolio management under stress = a Bayesian-net approach to coherent asset allocation /
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