Mathematical Finance: Asset Pricing and Financial Decision Theory

Author: Ye Zhongxing
Publisher:
Publish Date: 2004-07-01
Features: This book mainly includes the following content: Preliminary knowledge of quantitative finance, mean-variance analysis of asset portfolios and the Capital Asset Pricing Model, Ross's Arbitrage Pricing Theory, log- optimal investment portfolio theory, risk-controlled log- optimal asset portfolio, etc. This book can be used as a textbook for faculty and students of finance, management, and applied mathematics departments in universities.