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Portfolio Theory and Risk Management (Paperback)
Loot Price: R1,252
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Portfolio Theory and Risk Management (Paperback)
Series: Mastering Mathematical Finance
Expected to ship within 10 - 15 working days
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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.
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