9780471547389-0471547387-The Mathematics of Money Management: Risk Analysis Techniques for Traders

The Mathematics of Money Management: Risk Analysis Techniques for Traders

ISBN-13: 9780471547389
ISBN-10: 0471547387
Edition: 1
Author: Ralph Vince
Publication date: 1992
Publisher: Wiley
Format: Hardcover 400 pages
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Book details

ISBN-13: 9780471547389
ISBN-10: 0471547387
Edition: 1
Author: Ralph Vince
Publication date: 1992
Publisher: Wiley
Format: Hardcover 400 pages

Summary

The Mathematics of Money Management: Risk Analysis Techniques for Traders (ISBN-13: 9780471547389 and ISBN-10: 0471547387), written by authors Ralph Vince, was published by Wiley in 1992. With an overall rating of 3.8 stars, it's a notable title among other Economics (Investing, Risk Management, Insurance) books. You can easily purchase or rent The Mathematics of Money Management: Risk Analysis Techniques for Traders (Hardcover) from BooksRun, along with many other new and used Economics books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $5.48.

Description

Every futures, options, and stock markets trader operates under a set of highly suspect rules and assumptions. Are you risking your career on yours? Exceptionally clear and easy to use, The Mathematics of Money Management substitutes precise mathematical modeling for the subjective decision-making processes many traders and serious investors depend on. Step-by-step, it unveils powerful strategies for creating and using key money management formulas--based on the rules of probability and modern portfolio theory--that maximizes the potential gains for the level of risk you are assuming. With them, you'll determine the payoffs and consequences of any potential trading decision and obtain the highest potential growth for your specified level of risk. You'll quickly decide: What markets to trade in and at what quantities When to add or subtract funds from an account How to reinvest trading profits for maximum yield The Mathematics of Money Management provides the missing element in modern portfolio theory that weds optimal f to the optimal portfolio.

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