Quantitative Methods for Portfolio Analysis: MTV Model Approach (Bog, Hardback, Engelsk) af Takeaki Kariya

Quantitative Methods for Portfolio Analysis: MTV Model Approach

(Bog, Hardback, Engelsk)
Forfatter: Takeaki Kariya

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Beskrivelse

This text aims to provide practical models and methods for the quantitative analysis of financial asset prices, construction of various portfolios, and computer-assisted trading systems. It should be of special interest to "quants", financial engineers, graduate students and investors.

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Alle detaljer

Forlag Kluwer Academic Publishers
Forfatter Takeaki Kariya
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 31-05-1993
Første udgivelsesår 1993
Serie Theory and Decision Library
Illustrationer references, index
Originalsprog United States
Sideantal 320
Indbinding Hardback
Forlag Kluwer Academic Publishers
Sideoplysninger 320 pages, references, index
Mål 230
ISBN-13 / EAN-13 9780792322542