Material Detail

"Mathematical Models in Portfolio Analysis" icon

Mathematical Models in Portfolio Analysis

This is a free textbook offered by BookBoon

'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.'



  • User Rating
  • Comments
  • Learning Exercises
  • Bookmark Collections
  • Course ePortfolios
  • Accessibility Info

More about this material


Log in to participate in the discussions or sign up if you are not already a MERLOT member.