Preface -- Books for which the problems are designed -- Section A: Arbitrage and asset pricing -- Appendix A: Fundamentals of asset pricing -- Section a exercises -- Section B: Utility theory -- Appendix B: Technical fundamentals for utility theory -- Section B: Exercises -- Stochastic dominance...

This self-contained book presents the main techniques of quantitative portfolio management and associated statistical methods in a very didactic and structured way, in a minimum number of pages. The concepts of investment portfolios, self-financing portfolios and absence of arbitrage...