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Portfolio Theory and Risk Management by Ekkehard Kopp, Maciej J. Capinski (Paperback, 2014)

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About this product

Product Information

With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of reducing VaR and AVaR by means of hedging techniques. A moderate pace, careful motivation and more than 70 exercises give students confidence in handling risk assessments in modern finance. Solutions and additional materials for instructors are available at www.cambridge.org/9781107003675.

Product Identifiers

PublisherCambridge University Press

ISBN-139780521177146

eBay Product ID (ePID)209456944

Product Key Features

Number of Pages169 Pages

LanguageEnglish

Publication NamePortfolio Theory and Risk Management

Publication Year2014

SubjectFinance, Mathematics

TypeTextbook

AuthorEkkehard Kopp, Maciej J. Capinski

SeriesMastering Mathematical Finance

FormatPaperback

Dimensions

Item Height228 mm

Item Weight290 g

Item Width150 mm

Additional Product Features

Country/Region of ManufactureUnited Kingdom

Title_AuthorMaciej J. Capinski, Ekkehard Kopp