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Mathematics of Capital Management. Risk Analysis Methods for Traders and Portfolio Managers

39.99 €
31.99 €
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Mathematics of Capital Management. Risk Analysis Methods for Traders and Portfolio Managers
39.99 €
31.99 €
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Based on probability theory, statistics and modern portfolio theory, this book explains how to use various money management techniques in futures, currency, stock and other markets. The concepts in this book are mostly straightforward, as are the practical examples that clearly illustrate their use in trading. Combining the practice of modern portfolio theory with the concept of optimal f, the author shows how to proportion the stakes and possible consequences of trading decisions. The strategies discussed in this book allow you to determine the optimal number of contracts for trading in any market, maximize profits when trading with reinvestment, calculate the weights of investment portfolio components. The book is aimed at professional traders and analysts, private and institutional investors working on the stock market, FOREX market, as well as on the futures and options markets.
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