Fundamental Models in Financial Theory

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Understanding and applying complex modern financial models in real life scenarios, including the Black-Litterman model for constructing an optimal portfolio while incorporating personal views. This book provides an innovative, integrated, and methodical approach to understanding complex financial models, integrating topics usually presented separately into a comprehensive whole. The book brings together financial models and high-level mathematics, reviewing the mathematical background necessary for understanding these ...

Fundamental Models in Financial Theory 2014, Mit Press, Cambridge

ISBN-13: 9780262026673

Hardcover

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