79,95 €
Versandkostenfrei per Post / DHL
Lieferzeit 4-7 Werktage
Attilio Meucci is a vice president at Lehman Brothers, Inc., New York, in the fixed-income research division. Previously, the author was a trader at Relative Value International, a hedge fund in Greenwich, CT that trades in equities and fixed-income securities worldwide. Previously, he was a consultant in the Milan office of Bain & Co., where he designed tools of personal financial planning, credit-and market-risk management, portfolio insurance, tactical and strategic asset allocation.
Attilio Meucci is the author of several publications in mathematics and finance and has taught graduate courses on Asset Allocation and Risk Management worldwide.
A comprehensive treatment of all the steps of asset allocation, including market modeling, invariants estimation, portfolia evaluation, etc. Almost all results are proved explicitly in technical appendices that can be downloaded freely from the book's web-site. Each chapter ends with a set of exercises. Many of the exercises simulate - in Matlab - the solution to practical problems and can be downloaded from the book's web-site.
| Erscheinungsjahr: | 2009 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Recht, Sozialwissenschaften, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Inhalt: |
xxvi
532 S. |
| ISBN-13: | 9783642009648 |
| ISBN-10: | 3642009646 |
| Sprache: | Englisch |
| Herstellernummer: | 12653348 |
| Einband: | Kartoniert / Broschiert |
| Autor: | Meucci, Attilio |
| Auflage: | 1st edition 2005. Corr. 3rd printing 2009 |
| Hersteller: |
Springer
Springer Vieweg Springer-Verlag GmbH |
| Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
| Maße: | 235 x 155 x 30 mm |
| Von/Mit: | Attilio Meucci |
| Erscheinungsdatum: | 22.05.2009 |
| Gewicht: | 0,838 kg |
Ähnliche Produkte
Lieferzeit 4-7 Werktage
Lieferzeit 4-7 Werktage
Lieferzeit 1-2 Wochen
Lieferzeit 4-7 Werktage
