Mathematics of capital management. Risk analysis methods for traders and portfolio managers
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A book based on the theory of probabilities, statistics and modern portfolio theory tells how to use various methods of capital management in futures, currency, stock and other markets. The concepts set forth in this book are mostly simple, as well as practical examples that clearly illustrate their use in trade. Combining the practice of modern portfolio theory with the concept of optimal F, the author shows how to measure bets and possible consequences of trade decisions. The strategies considered in this book allow you to determine the optimal number of contracts for trading in any markets, maximize profits during reinvestment trade, calculate the weight coefficients of the components of the investment portfolio. The book is focused on professional traders and analysts, private and institutional investors working in the stock market, Forex market, as well as in the markets of futures and options
Author:
Author:Vince R.
Cover:
Cover:Hard
Category:
- Category:Business & Money
Publication language:
Publication Language:Russian
Series:
Series: Finance and Trade
ISBN:
ISBN:978-5-9614-7052-9
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