Coverart for item
The Resource Risk and portfolio analysis : principles and methods, by Henrik Hult [and others]

Risk and portfolio analysis : principles and methods, by Henrik Hult [and others]

Label
Risk and portfolio analysis : principles and methods
Title
Risk and portfolio analysis
Title remainder
principles and methods
Statement of responsibility
by Henrik Hult [and others]
Contributor
Subject
Language
eng
Summary
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 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. ¡ This book will serve advanced undergraduate and graduate students, and practitioners in insurance, finance as well as regulators. Prerequisites include undergraduate level courses in linear algebra, analysis, statistics and probability. ¡ ¡
Member of
Cataloging source
GW5XE
Dewey number
650.01/513
Illustrations
illustrations
Index
index present
LC call number
HF5694
LC item number
.R57 2012
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Hult, Henrik
Series statement
Springer series in operations research and financial engineering,
http://library.link/vocab/subjectName
  • Business mathematics
  • Industrial management
  • Economics
  • Operations research
  • Risk management
  • Models, Theoretical
  • Economics
  • Risk Management
  • Mathematics
  • Business mathematics
  • Economics
  • Industrial management
  • Operations research
  • Risk management
Label
Risk and portfolio analysis : principles and methods, by Henrik Hult [and others]
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Part 2.
  • Methods
  • Empirical Methods
  • Parametric Models and Their Tails
  • Multivariate Models
  • Part 1.
  • Principles
  • Interest Rates and Financial Derivatives
  • Convex Optimization
  • Quadratic Hedging Principles
  • Quadratic Investment Principles
  • Utility-Based Investment Principles
  • Risk Measurement Principles--
Control code
802338163
Dimensions
unknown
Extent
1 online resource
File format
unknown
Form of item
online
Isbn
9781461441038
Lccn
2012940731
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-4614-4103-8
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)802338163
Label
Risk and portfolio analysis : principles and methods, by Henrik Hult [and others]
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Part 2.
  • Methods
  • Empirical Methods
  • Parametric Models and Their Tails
  • Multivariate Models
  • Part 1.
  • Principles
  • Interest Rates and Financial Derivatives
  • Convex Optimization
  • Quadratic Hedging Principles
  • Quadratic Investment Principles
  • Utility-Based Investment Principles
  • Risk Measurement Principles--
Control code
802338163
Dimensions
unknown
Extent
1 online resource
File format
unknown
Form of item
online
Isbn
9781461441038
Lccn
2012940731
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-4614-4103-8
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)802338163

Library Locations

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      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
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