Close
Enter your search into one or more of the boxes below:
You can refine your search by selecting from any of the options below:
Search
Portfolio Theory and Risk Management

Portfolio Theory and Risk Management (Paperback)

£28.99
Despatched in 2 business days.
Order now for Free delivery in the UK or choose Express Delivery to receive in 2 business days.
More on delivery...

Synopsis

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.

Maciej J. Capinski is an Associate Professor in the Faculty of Applied Mathematics at AGH University of Science and Technology in Krakow, Poland. His interests include mathematical finance, financial modelling, computer-assisted proofs in dynamical systems and celestial mechanics. He has authored ten research publications, one book, and supervised over 30 MSc dissertations, mostly in mathematical finance. Ekkehard Kopp is Emeritus Professor of Mathematics at the University of Hull, where he taught courses at all levels in analysis, measure and probability, stochastic processes and mathematical finance between 1970 and 2007. His editorial experience includes service as founding member of the Springer Finance series (1998-2008) and the Cambridge University Press AIMS Library Series. He has taught in the UK, Canada and South Africa and he has authored more than 50 research publications and five books.

More books by Maciej J. Capinski

More books by Ekkehard Kopp

Leave Review

Delivery

Delivery Options

All delivery times quoted are the average, and cannot be guaranteed. These should be added to the availability message time, to determine when the goods will arrive. During checkout we will give you a cumulative estimated date for delivery.

Location 1st Book Each additional book Average Delivery Time
UK Standard Delivery FREE FREE 3-5 Days
UK First Class £4.50 £1.00 1-2 Days
UK Courier £7.00 £1.00 1-2 Days
Western Europe** Courier £17.00 £3.00 2-3 Days
Western Europe** Airmail £5.00 £1.50 4-14 Days
USA / Canada Courier £20.00 £3.00 2-4 Days
USA / Canada Airmail £7.00 £3.00 4-14 Days
Rest of World Courier £22.50 £3.00 3-6 Days
Rest of World Airmail £8.00 £3.00 7-21 Days

** Includes Austria, Belgium, Denmark, France, Germany, Greece, Iceland, Irish Republic, Italy, Luxembourg, Netherlands, Portugal, Spain, Sweden and Switzerland.

Delivery Help & FAQs

Returns Information

If you are not completely satisfied with your purchase*, you may return it to us in its original condition with in 30 days of receiving your delivery or collection notification email for a refund. Except for damaged items or delivery issues the cost of return postage is borne by the buyer. Your statutory rights are not affected.

* For Exclusions and terms on damaged or delivery issues see Returns Help & FAQs

You might also like

Modelling Mortality with Actuarial...
(Hardback)
Angus S. Macdonald; Stephen J....
 
 
£54.99
 
Empirical Likelihood and Quantile...
(Paperback)
Yan Liu; Masanobu Taniguchi; Fumiya...
 
 
£43.99
 
Random Sets in Econometrics
(Paperback)
Ilya Molchanov; Francesca Molinari
 
 
£26.99
 
R Programming and Its Applications in...
(Hardback)
Daisuke Yoshikawa; Shuichi Ohsaki
 
 
£95.00
 
Latest Blog
Read an extract from Olivia Sudjic's Sympathy
26/04/2018

Olivia Sudjic's debut novel Sympathy has been called the first great Instagram novel. Read an extract from this story of obsession and identity.

#FoylesFive: Portugese Foyles Five
25/04/2018

With the anniversary of the Carnation Revolution upon us, Gary from our Fiction department shares a few tips for getting to know Portugal better...

Max Porter on the Portobello Prize
24/04/2018

What makes great non-fiction? And how do you tell a true story? To celebrate the inaugural Portobello Prize for Narrative Non-Fiction, on 1st May 2018 we're hosting an evening with Portobello Books — a panel discussion on the nature of non-fiction writing in today's literary landscape, followed by the announcement of the first ever winner of the Prize.

View all Blog Entries
Twitter
Show/Hide Tweets
© W&G Foyle Ltd