Электронная библиотека

ЭЛЕКТРОННАЯ БИБЛИОТЕКА






Добро пожаловать на сайт электронной библиотеки!
Здесь можно найти произведения русских и зарубежных авторов.
Скачать множество книг и журналов различных жанров и направлений.
Большой выбор художественной, бизнес, учебной и технической литературы.
Все представленные здесь книги и журналы имеют подробное описание и обложку.
Наша библиотека регулярно пополняется только новыми и интересными материалами!

«Подробнее о сайте»            «Правила сайта»            «Написать нам»            «Статьи»

The Handbook of Portfolio Mathematics: Formulas for Optimal Allocation & Leverage by Ralph Vince

Наука и познание >> Математика





Разместил: vit_2012

12-04-2012, 05:27

Просмотров: 514





The Handbook of Portfolio Mathematics: Formulas for Optimal Allocation & Leverage by Ralph Vince

Автор: Ralph Vince
Название:
The Handbook of Portfolio Mathematics: Formulas for Optimal Allocation & Leverage by Ralph Vince
Издательство: Wiley
Год: 2007
Страниц: 445
ISBN: 0471757683
Формат: PDF
Размер: 7.6 Мб
Язык: English
Качество: хорошее


О книге:
In The Handbook of Portfolio Mathematics, Vince outlines the essential elements found in his first three groundbreaking books.

Portfolio Management Formulas, The Mathematics of Money Management, and The New Money Management.The Mathematics of Money Management, and The New Money Management—and then presents you with new insights that will allow you to implement his ideas in real-world trading situations. For instance, this book discusses drawdown beyond any discussion of drawdown to date. Vince's new portfolio model, the Leverage Space Model, uses drawdown as its risk metric, as opposed to conventional methods which use variance in returns. The result is a portfolio model far superior to any of its predecessors—some of which have been in use throughout the industry for over half a century.

While the first part of this book is purely conceptual, it is also exhaustive in that sense; not on portfolio construction in general, but rather, on portfolio construction in terms of optimal position sizes along the lines of an Optimal f approach. But The Handbook of Portfolio Mathematics goes far beyond theoretical principles; it quickly takes you from basic gambling theory and statistics, through the introduction of the Kelly criterion, Optimal f, and finally onto the leverage space portfolio model for multiple-simultaneous positions..

Скачать:
The Handbook of Portfolio Mathematics: Formulas for Optimal Allocation & Leverage by Ralph Vince


Скачать с Turbobit.net
Скачать с Depositfiles.com








Похожие публикации

Financial Modeling with Crystal Ball and Excel Financial Modeling with Crystal Ball and Excel
Updated look at financial modeling and Monte Carlo simulation with software by Oracle Crystal Ball. This revised and updated edition of the bestselling book on financial modeling provides the tools and techniques needed to perform spreadsheet

1300 Math Formulas 1300 Math Formulas
This handbook is a complete desktop reference for students and engineers. It has everything from high school math to math for advanced undergraduates in engineering, economics, physical sciences, and mathematics.

Interest Rate Modeling. Volume 3: Products and Risk Management Interest Rate Modeling. Volume 3: Products and Risk Management
Volume I. Foundations and Vanilla Models Part I. Foundations * Introduction to Arbitrage Pricing Theory * Finite Difference Methods .........................

Non-Linear Theory of Elasticity and Optimal Design Non-Linear Theory of Elasticity and Optimal Design
In order to select an optimal structure among possible similar structures, one needs to compare the elastic behavior of the structures.

Number Theory: An Introduction to Mathematics: Part B Number Theory: An Introduction to Mathematics: Part B
This two-volume book is a modern introduction to the theory of numbers, emphasizing its connections with other branches of mathematics.

The Lighter Side of Mathematics The Lighter Side of Mathematics
The Lighter Side of Mathematics: Proceedings of the Eugene Strens Memorial Conference on Recreational Mathematics and its History (Spectrum)

Handbook of Cubik Math Handbook of Cubik Math
The Handbook of Cubic Math unveils the theory involved in Rubik's Cube's solution, the potential applications of that theory to other similar puzzles, and how the cube provides a physical example for many concepts in mathematics where such examples

Merkel Portfolio Merkel Portfolio
Знаменитая немецкая компания Merkel Jagd und Sportwaffen, GmbH была создана 1 сентября 1898 года в Зуле тремя братьями оружейниками. Фирму не раз преобразовывали и меняли её название, но бренд Merkel («Меркель») сохраняли как символ высокого

Creating a Portfolio Web Site Using Flash CS4 Professional Creating a Portfolio Web Site Using Flash CS4 Professional
Flash and ActionScript are ideal for creating flexible, easily updatable web sites that are both unique in design and small in file size. In Creating a Portfolio Web Site Using Flash CS4 Professional, Adobe Certified Instructor Paul Trani shows how

Rosen K.H.-Handbook on Discrete Combinational Mathematics Rosen K.H.-Handbook on Discrete Combinational Mathematics
Автор: Rosen K.H. Описание: The importance of discrete mathematics has increased dramatically within the last few years but until now, it has been difficult-if not impossible-to find a single reference book that effectively covers the subject. To




Отзывы и Комментарии





Добавление комментария

Ваше Имя:
Ваш E-Mail:(необязательно)
  • bowtiesmilelaughingblushsmileyrelaxedsmirk
    heart_eyeskissing_heartkissing_closed_eyesflushedrelievedsatisfiedgrin
    winkstuck_out_tongue_winking_eyestuck_out_tongue_closed_eyesgrinningkissingstuck_out_tonguesleeping
    worriedfrowninganguishedopen_mouthgrimacingconfusedhushed
    expressionlessunamusedsweat_smilesweatdisappointed_relievedwearypensive
    disappointedconfoundedfearfulcold_sweatperseverecrysob
    joyastonishedscreamtired_faceangryragetriumph
    sleepyyummasksunglassesdizzy_faceimpsmiling_imp
    neutral_faceno_mouthinnocent

Книги




Союз образовательных сайтов