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Risk and portfolio analysis : principles and methods / Henrik Hult...[et al.].

By: Contributor(s): Material type: TextTextSeries: Springer series in operations research and financial engineeringPublication details: New York : Springer, 2012.Description: xiii, 335 p. : ill. ; 24 cmISBN:
  • 9781461441021
Subject(s): DDC classification:
  • 332.6 23 H917
Contents:
pt. I Principles -- ch. 1 Interest Rates and Financial Derivatives -- ch. 2. Convex Optimization -- ch. 3. Quadratic Hedging Principles -- ch. 4. Quadratic Investment Principles -- ch. 5. Utility-Based Investment Principles -- ch. 6. Risk Measurement Principles -- pt. II Methods -- ch. 7. Empirical Methods -- ch. 8. Parametric Models and Their Tails -- ch. 9. Multivariate Models.
Summary: This book offers principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible methods and models that capture the essential features of real-world problems.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 332.6 H917 (Browse shelf(Opens below)) Checked out 02/03/2025 137233
Total holds: 0

Includes bibliographical references and index.

pt. I Principles --
ch. 1 Interest Rates and Financial Derivatives --
ch. 2. Convex Optimization --
ch. 3. Quadratic Hedging Principles --
ch. 4. Quadratic Investment Principles --
ch. 5. Utility-Based Investment Principles --
ch. 6. Risk Measurement Principles --
pt. II Methods --
ch. 7. Empirical Methods --
ch. 8. Parametric Models and Their Tails --
ch. 9. Multivariate Models.

This book offers principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible methods and models that capture the essential features of real-world problems.

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