£66.74

Springer Stochastic Portfolio Theory: 48 (Stochastic Modelling and Applied Probability, 48)

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Description

Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of these portfolios by changes in the distribution of capital in the market. This book is an introduction to stochastic portfolio theory for investment professionals and for students of mathematical finance.

Product Specifications

Format
paperback
Domain
Amazon UK
Publication Date
03 December 2010
Listed Since
06 July 2010

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