|
Quantitative Fund Management
|
![](/rcimages/rc200big.jpg) (Buch) |
Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 3 Artikel!
Lieferstatus: |
i.d.R. innert 14-24 Tagen versandfertig |
Veröffentlichung: |
September 2019
|
Genre: |
Wirtschaft / Recht |
ISBN: |
9780367386146 |
EAN-Code:
|
9780367386146 |
Verlag: |
CRC Press |
Einband: |
Kartoniert |
Sprache: |
English
|
Dimensionen: |
H 251 mm / B 175 mm / D 20 mm |
Gewicht: |
522 gr |
Seiten: |
486 |
Bewertung: |
Titel bewerten / Meinung schreiben
|
Inhalt: |
This volume presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. It covers quantitative fund management at both the dynamic strategic and one-period tactical levels. The book considers the optimal portfolio choice for wealth maximization with integrated risk management. It also explores novel application techniques, including stochastic control, dynamic stochastic programming, and related optimization techniques, and discusses real-world implemented solutions to fund management problems, such as equity trading, pension funds, mortgage funding, and guaranteed investment products. |
|