Portfolio Theory and Risk Management, Capi?ski

Автор: Duffie, Darrell
Название: Dynamic asset pricing theory
ISBN: 069109022X ISBN-13(EAN): 9780691090221
Издательство: Wiley
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Цена: 11088.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.

Автор: Kaptein, Muel
Название: The Balanced Company: A Theory of Corporate Integrity
ISBN: 0199255512 ISBN-13(EAN): 9780199255511
Издательство: Oxford Academ
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Цена: 12355.00 р.
Наличие на складе: Поставка под заказ.

Описание: This text blends a coherent overview of the most important theories and insights in the field of business ethics with a range of practical contexts to explore the important issue of corporate responsibility and accountability.

Автор: Kriele, Marcus, Wolf, Jochen
Название: Value-Oriented Risk Management of Insurance Companies
ISBN: 1447163044 ISBN-13(EAN): 9781447163046
Издательство: Springer
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Цена: 9083.00 р.
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Описание: This interdisciplinary book explores both actuarial methods and methods pertaining to classical internal control and classical risk management. The text offers insight on risk capital, capital allocation, performance measurement and value-oriented management.

Автор: Rasmussen
Название: Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
ISBN: 1403904588 ISBN-13(EAN): 9781403904584
Издательство: Springer
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Цена: 37594.00 р.
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Описание: Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management.

Автор: Fabozzi
Название: Robust Portfolio Optimization and Management
ISBN: 047192122X ISBN-13(EAN): 9780471921226
Издательство: Wiley
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Цена: 14098.00 р.
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Описание: Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book.

Автор: Capi?ski
Название: Portfolio Theory and Risk Management
ISBN: 0521177146 ISBN-13(EAN): 9780521177146
Издательство: Cambridge Academ
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Цена: 6019.00 р.
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Описание: With its focus on examples, exercises and calculations this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a rigorous treatment of the underlying theory and equips the reader to handle risk assessments in modern finance. Solutions and additional material are available at www.cambridge.org/9781107003675.

Автор: Lionel Martellini
Название: Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
ISBN: 0470852771 ISBN-13(EAN): 9780470852774
Издательство: Wiley
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Цена: 6817.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This textbook will be designed for fixed--incomesecurities courses taught on MSc Finance and MBAcourses. There is currently no suitable text thatoffers a `Hull--type` book for the fixed income studentmarket. This book aims to fill this need. The bookwill contain numerous worked examples, excelspreadsheets, with a building block approachthroughout.