Quantitative Risk and Portfolio Management: Theory and Practice - Hardcover

Winston, Kenneth J.

 
9781009209045: Quantitative Risk and Portfolio Management: Theory and Practice
Hardcover
ISBN 10: 1009209043 ISBN 13: 9781009209045
Publisher: Cambridge University Press, 2023

Synopsis

A comprehensive modern introduction to risk and portfolio management for quantitatively adept advanced undergraduate and beginning graduate students who will become practitioners in the field of quantitative finance. With a focus on real-world application, but providing a background in academic theory, this text builds a firm foundation of rigorous but practical knowledge. Extensive live data and Python code are provided as online supplements, allowing a thorough understanding of how to manage risk and portfolios in practice. With its detailed examination of how mathematical techniques are applied to finance, this is the ideal textbook for giving students with a background in engineering, mathematics or physics a route into the field of quantitative finance.

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About the Author

Kenneth J. Winston is a Lecturer in Economics at the California Institute of Technology and an Adjunct Professor of Mathematics at New York University. Having trained as a combinatorist at MIT, he moved into the field of quantitative finance, creating algorithms for equity and option investment strategies. He worked as a Chief Risk Officer at Western Asset Management and Morgan Stanley, and is a founder of the Buy Side Risk Managers Forum. Winston won the 2006 Roger Murray Award at the Institute for Quantitative Research in Finance and is a co-editor of The Oxford Handbook of Quantitative Asset Management (OUP: 2014).

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Publisher
Cambridge University Press
Publication date
2023
Language
English
ISBN 10 
1009209043
ISBN 13 
9781009209045
Binding
Hardcover
Number of pages
927