Capital management mathematics: risk analysis methods for traders and portfolio managers. 5th edition. Vince R.

A book based on probability theory, statistics and modern portfolio theory, talks about how to use various methods of capital management in futures, foreign currency, stock and other markets. The concepts set forth in this book are mostly simple, as well as practical examples that clearly illustrate their use in trade. Combining the practice of modern portfolio theory with the concept of optimal F, the author shows how to measure bets and possible consequences of trade decisions. The strategies considered in this book allow you to determine the optimal number of contracts for trading in any markets, maximize profits in trading with reinvesting, calculate the weight coefficients of the components of the investment portfolio.

The book is focused on professional traders and analysts, private and institutional investors working in the stock market, Forex market, as well as in the markets of futures and options.