Art of quantitative finance vol. 3, the: risk, optimal portfolios, and case studies
Auteur :
Larcher, Gerhard
Éditeur :
Springer International Publishing AG
ISBN :
9783031238666
Date de publication :
18 avr. 2023
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. This book is the third volume of the quantitative finance trilogy by the author and builds on the theoretical groundwork introduced in the previous books.