000			02284cam a2200397 i 4500
001			18071702
003			OSt
005			20240319160709.0
008			140318s2014 nyu b 001 0 eng
010			_a 2014006178
020			_a9781107003675 (hardback)
020			_a9780521177146 (paperback)
040			_aDLC _beng _cKMU _erda _dDLC
042			_apcc
050	0	0	_aHG4529.9 _b.C366 2014
082	0	0	_223
100	1		_aCapinski, Maciej J.
245	1	0	_aPortfolio theory and risk management / _cMaciej J. Capinski, and Ekkehard Kopp
264		1	_aUnited Kingdom : _bCambridge University Press, _c2014.
300			_ax, 160 pages ; _c24 cm.
336			_atext _2rdacontent
337			_aunmediated _2rdamedia
338			_avolume _2rdacarrier
490	0		_aMastering mathematical finance
504			_aIncludes bibliographical references and index.
520			_a"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"-- _cProvided by publisher.
650		0	_aPortfolio management.
650		0	_aRisk management.
650		0	_aInvestment analysis.
650		7	_aBUSINESS & ECONOMICS / Statistics. _2bisacsh
700	1		_aKopp, P. E., _d1944-
856	4	2	_3Cover image _uhttp://assets.cambridge.org/97811070/03675/cover/9781107003675.jpg
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2lcc _cBK _n0
999			_c1042 _d1042