Description: Further DetailsTitle: Quantitative Portfolio ManagementCondition: NewSubtitle: with Applications in PythonEAN: 9783030377427ISBN: 9783030377427Edition: 1st ed. 2020Publisher: Springer Nature Switzerland AGFormat: PaperbackRelease Date: 03/29/2021Description: This self-contained book presents the main techniques of quantitative portfolio management and associated statistical methods in a very didactic and structured way, in a minimum number of pages. The concepts of investment portfolios, self-financing portfolios and absence of arbitrage opportunities are extensively used and enable the translation of all the mathematical concepts in an easily interpretable way. All the results, tested with Python programs, are demonstrated rigorously, often using geometric approaches for optimization problems and intrinsic approaches for statistical methods, leading to unusually short and elegant proofs. The statistical methods concern both parametric and non-parametric estimators and, to estimate the factors of a model, principal component analysis is explained. The presented Python code and web scraping techniques also make it possible to test the presented concepts on market data. This book will be useful for teaching Masters students and for professionals in asset management, and will be of interest to academics who want to explore a field in which they are not specialists. The ideal pre-requisites consist of undergraduate probability and statistics and a familiarity with linear algebra and matrix manipulation. Those who want to run the code will have to install Python on their pc, or alternatively can use Google Colab on the cloud. Professionals will need to have a quantitative background, being either portfolio managers or risk managers, or potentially quants wanting to double check their understanding of the subject. Language: EnglishCountry/Region of Manufacture: CHItem Height: 235mmItem Length: 155mmAuthor: Pierre BrugièreGenre: Business & FinanceBook Series: Springer Texts in Business and EconomicsRelease Year: 2021 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.
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Book Title: Quantitative Portfolio Management
Title: Quantitative Portfolio Management
Subtitle: with Applications in Python
EAN: 9783030377427
ISBN: 9783030377427
Edition: 1st ed. 2020
Release Date: 03/29/2021
Release Year: 2021
Country/Region of Manufacture: CH
Item Height: 235mm
Genre: Business & Finance
Number of Pages: Xii, 205 Pages
Publication Name: Quantitative Portfolio Management : with Applications in Python
Language: English
Publisher: Springer International Publishing A&G
Subject: Statistics, Applied, Enterprise Applications / General
Publication Year: 2021
Type: Textbook
Item Weight: 16 Oz
Item Length: 9.3 in
Author: Pierre Brugière
Subject Area: Mathematics, Computers, Business & Economics
Item Width: 6.1 in
Series: Springer Texts in Business and Economics Ser.
Format: Trade Paperback
