Risk and portfolio analysis principles and methods pdf
Risk and Portfolio Analysis - Principles and Methods | Henrik Hult | SpringerThe material of this book is based on university lecture notes; as such the organization and structure of the material presented will well serve advanced undergraduate and graduate students. This book will also be beneficial to practitioners in insurance and finance, as well as to regulators. Interest rates and financial derivatives. Du kanske gillar. Human Compatible Stuart Russell Inbunden. Permanent Record Edward Snowden Inbunden. Lifespan David Sinclair Inbunden.
Risk and Portfolio Analysis: Principles and Methods
Springer, It is for those professionals who seek to demonstrate their skills in the field of financial risk management and for those looking simply for an excellent reference source. With contributions from nearly 40 leading authors, Value at Risk and Other Risk Metrics. An Overview of Market Risk Assessment. Risk Measurement in Banks. Risk Measurement in Portfolio Management.
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 for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible principles, methods, and models that still capture the essential features of the real-world problems. They use rigorous, yet elementary mathematics, avoiding technically advanced approaches which have no clear methodological purpose and are practically irrelevant. The material progresses systematically and topics such as the pricing and hedging of derivative contracts, investment and hedging principles from portfolio theory, and risk measurement and multivariate models from risk management are covered appropriately. The theory is combined with numerous real-world examples that illustrate how the principles, methods, and models can be combined to approach concrete problems and to draw useful conclusions. Exercises are included at the end of the chapters to help reinforce the text and provide insight.
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