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Risk and portfolio analysis: principles and methods

By: Hult, HenrikMaterial type: TextTextOriginal language: Spanish Publisher: New York ; Springer ; 2012Description: 335 pISBN: 978-1-4614-4102-1Subject(s): Análisis de riesgos | Análisis de cartera | Métodos | VarLOC classification: HF/5694/R57/2012
Contents:
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.
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Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HF/5694/R57/2012 (Browse shelf) Available 00000992

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.

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