Libro Risk and Asset Allocation (Springer Finance) De Attilio Meucci

portada Risk and Asset Allocation (Springer Finance)

Formato

Libro Físico

Editorial

Springer

Autor

Attilio Meucci

Año

2009

Idioma

Inglés

N° páginas

532

Encuadernación

Tapa Blanda

Dimensiones

23.8 x 15.9 x 2.9 cm

Peso

0.85

ISBN

3642009646

ISBN13

9783642009648

N° edición

Categorías

Finanzas

Risk and Asset Allocation (Springer Finance)

Attilio Meucci (Autor) · Springer · Tapa Blanda

Sin Stock

Reseña del libro "Risk and Asset Allocation (Springer Finance)"

A comprehensive treatment of all the steps of asset allocation, including market modeling, invariants estimation, portfolia evaluation, etc. Almost all results are proved explicitly in technical appendices that can be downloaded freely from the book's web-site. Each chapter ends with a set of exercises. Many of the exercises simulate - in Matlab - the solution to practical problems and can be downloaded from the book's web-site.