商品詳細

A significant evolution in the investment management and pension fund industry has taken place since 1980. A whole new array of mathematical concepts, techniques and tools have turned investment management into a quantitative science. This text explains and demystifies quantitative finance for investment professionals. It gives instruction on the most sophisticated quantitative investment and risk management techniques, and the maths and intuition behind these techniques, as well as showing how scientifically rigorous quantitative investment tools can help to enhance returns on a risk-adjusted basis over a long-term investment horizon.