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Introduction to Mathematical Portfolio Theory
By: Jane M. Paterson, Mark S. Joshi
Hardcover | 11 July 2013
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Joshi's trademark style of clarity and practicality is here brought to classical financial mathematics. The book is suitable for mathematically trained students in actuarial studies, business and economics as well as mathematics and finance, and it can be used for both self-study and as a course text. The authors' experience as both academics and practitioners brings clarity and relevance to the book, whilst ensuring that the limitations of models are highlighted.
Features:
- Tailored to the CT8 actuarial syllabus in the UK
- Extensive collection of problems with detailed solutions
- Authors' exposition is clear and succinct
Mark S. Joshi is a researcher and consultant in mathematical finance, and a Professor at the University of Melbourne. His research focuses on derivatives pricing and interest rate derivatives in particular. He is the author of numerous research articles on quantitative finance and four books.
Jane M. Paterson obtained a PhD in pure mathematics from the University of Melbourne. She furthered her academic experience with a postdoctoral fellowship at the Mathematical Sciences Research Institute, Berkeley and a research fellowship at the University of Cambridge. More recently she has worked in both the UK and Australia as a director in a variety of specialist and generalist banking roles, including structured finance and economic capital, with organisations including National Australia Bank and ANZ.
ISBN: 9781107042315
ISBN-10: 1107042313
Series: International Series on Actuarial Science
Published: 11th July 2013
Format: Hardcover
Language: English
Number of Pages: 325
Audience: College, Tertiary and University
Publisher: Cambridge University Press
Country of Publication: GB
Dimensions (cm): 30.1 x 20.5 x 6.3
Weight (kg): 0.64
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- Non-FictionAccounting & FinanceFinanceInsurance & Actuarial Studies
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- Non-FictionMathematicsProbability & Statistics
- Non-FictionAccounting & FinanceFinanceInvestment & Securities
- Text BooksHigher Education & Vocational TextbooksMathematics & Statistics Higher Education Textbooks
- Text BooksHigher Education & Vocational TextbooksAccounting, Business & Finance Higher Education Textbooks