Hult, Henrik
Risk and portfolio analysis: principles and methods - New York Springer 2012 - 335 p.
Contiene: 1. Interest rates and financial derivates.- 2. Convex optimization.- 3. Quadratic hedging principles.- 4. Quadratic investment principles.- 5. Utility-based investment principles.- 6. Risk measurement principles.- 7. Empirical methods.- 8. Parametric models and their tails.- 9. Multivariate models.
978-1-4614-4102-1
Análisis de riesgos
Análisis de cartera Métodos Var
HF/5694/R57/2012
Risk and portfolio analysis: principles and methods - New York Springer 2012 - 335 p.
Contiene: 1. Interest rates and financial derivates.- 2. Convex optimization.- 3. Quadratic hedging principles.- 4. Quadratic investment principles.- 5. Utility-based investment principles.- 6. Risk measurement principles.- 7. Empirical methods.- 8. Parametric models and their tails.- 9. Multivariate models.
978-1-4614-4102-1
Análisis de riesgos
Análisis de cartera Métodos Var
HF/5694/R57/2012