More meaningful insights on portfolio and value at risk, at a basic level

Tran Trung, Prof.,Dr. – Hoa-Binh University

Tóm tắt:

This paper analyzes the basic connotation of some concepts, proposition, lemma and theorems in financial mathematics, and an order for these contents established to give more meaningful insights on portfolio and value at risk at a basic level. Some problems are introduced as examples to elucidate the concepts and theorems via the detailed solutions.

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Từ khóa: Finance Mathematics, Portfolio, Value-at-Risk, No-Arbitrage, Self-financing strategy