Mathematical Models in Portfolio Analysis - eBooks and textbooks from bookboon.com

Abstract

This book explains portfolio modelling in financial mathematics as a consistent mathematical theory with all steps justified. The topics include mean-variance portfolio analysis and capital market theory. The book contains many examples with solutions. Linear algebra rather than calculus is used as foundation for portfolio analysis; this approach is more conceptual and helps to avoid tedious calculations. The reader does not need much previous mathematical knowledge, only interest in mathematics and its financial applications because the book provides a general mathematical introduction.