The Mathematics of Capital Management: Risk Analysis Methods for Traders and Portfolio Managers

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The book, based on probability theory, statistics and modern portfolio theory, talks about how to use different methods of money management in futures, currency, stock and other markets. The concepts outlined in this book are mostly simple, as are practical examples that illustrate their use in trade. Combining the practice of modern portfolio theory with the concept of optimal f, the author shows how to measure rates and the possible consequences of trading decisions. The strategies discussed in this book allow you to determine the optimal number of contracts for trading in any markets, maximize profits when trading with reinvestment, calculate the weighting factors of the components of the investment portfolio. The book is aimed at professional traders and analysts, private and institutional investors working in the stock market, the FOREX market, as well as in the futures and options markets.
LF/373987048/R
Data sheet
- Name of the Author
- Винс Р.
Пер. с англ. - Language
- Russian
- ISBN
- 9785961418941
- Release date
- 2012