000			02364nam a2200409 i 4500
001			CR9781139017398
003			UkCbUP
005			20240913195110.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			110215s2014||||enk o ||1 0|eng|d
020			_a9781139017398 (ebook)
020			_z9781107003675 (hardback)
020			_z9780521177146 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aHG4529.5 _b.C366 2014
082	0	0	_a332.6 _223
100	1		_aCapinski, Maciej J., _eauthor.
245	1	0	_aPortfolio theory and risk management / _cMaciej J. Capinski, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK.
246	3		_aPortfolio Theory & Risk Management
264		1	_aCambridge : _bCambridge University Press, _c2014.
300			_a1 online resource (x, 160 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aMastering mathematical finance
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520			_aWith 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.
650		0	_aPortfolio management.
650		0	_aRisk management.
650		0	_aInvestment analysis.
700	1		_aKopp, P. E., _d1944- _eauthor.
776	0	8	_iPrint version: _z9781107003675
830		0	_aMastering mathematical finance.
856	4	0	_uhttps://doi.org/10.1017/CBO9781139017398
942			_2ddc _cEB
999			_c9051 _d9051