Leviton

Quantitative Portfolio Management : With Applications in Python, Hardcover by...

Description: Quantitative Portfolio Management : With Applications in Python, Hardcover by Brugière, Pierre, ISBN 3030377393, ISBN-13 9783030377397, Brand New, Free shipping in the US

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.

Price: 53.2 USD

Location: Jessup, Maryland

End Time: 2024-11-24T15:11:27.000Z

Shipping Cost: 0 USD

Product Images

Quantitative Portfolio Management : With Applications in Python, Hardcover by...

Item Specifics

Return shipping will be paid by: Buyer

All returns accepted: Returns Accepted

Item must be returned within: 14 Days

Refund will be given as: Money Back

Return policy details:

Book Title: Quantitative Portfolio Management : With Applications in Python

Number of Pages: Xii, 205 Pages

Language: English

Publication Name: Quantitative Portfolio Management : with Applications in Python

Publisher: Springer International Publishing A&G

Subject: Applied, Statistics, Enterprise Applications / General

Publication Year: 2020

Type: Textbook

Item Weight: 17.6 Oz

Subject Area: Mathematics, Computers, Business & Economics

Author: Pierre Brugière

Item Length: 9.3 in

Item Width: 6.1 in

Series: Springer Texts in Business and Economics Ser.

Format: Hardcover

Recommended

Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management by Rom,
Hedge Fund Secrets: An Introduction to Quantitative Portfolio Management by Rom,

$33.99

View Details
Quantitative Risk and Portfolio Management : Theory and Practice, Hardcover b...
Quantitative Risk and Portfolio Management : Theory and Practice, Hardcover b...

$74.69

View Details
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A P..
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A P..

$150.00

View Details
Quantitative Portfolio Management - 9781119821328
Quantitative Portfolio Management - 9781119821328

$35.30

View Details
Active Portfolio Management: A Quantitative Approach for Producing Superior Retu
Active Portfolio Management: A Quantitative Approach for Producing Superior Retu

$79.08

View Details
Portfolio Risk Analysis
Portfolio Risk Analysis

$84.73

View Details
Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage
Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

$46.60

View Details
Quantitative Management of Bond Portfolios Hardcover
Quantitative Management of Bond Portfolios Hardcover

$46.79

View Details
Quantitative Risk and Portfolio Management (Hardback or Cased Book)
Quantitative Risk and Portfolio Management (Hardback or Cased Book)

$78.30

View Details
Quantitative Credit Portfolio Management | Arik Ben Dor | Wiley | 2012
Quantitative Credit Portfolio Management | Arik Ben Dor | Wiley | 2012

$65.00

View Details