Designed as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory as well as non-mean-variance portfolio theory. The book covers topics such as optimal portfolio strategies, bond portfolio optimization and risk management of portfolios. In order to ensure that the book is self-contained and not dependent on any pre-requisites, the book includes three chapters on basics of financial markets, probability theory and asset pricing models, which have resulted in a holistic narrative of the topic. Retaining...

This book provides a comprehensive introduction to complex analysis in several variables. One major focus of the book is extension phenomena alien to the one-dimensional theory (Hartog's Kugelsatz, theorem of Cartan-Thullen, Bochner's theorem). The book primarily aims at students starting to work in the field of complex analysis in several variables and teachers who want to prepare a university lecture. Therefore, the book contains more than 50 examples and more than 100 supporting exercises.

This textbook provides a thorough introduction to spectrahedra, which are the solution sets to linear matrix inequalities, emerging in convex and polynomial optimization, analysis, combinatorics, and algebraic geometry. Including a wealth of examples and exercises, this textbook guides the reader in helping to determine the convex sets that can be represented and approximated as spectrahedra and their shadows (projections). Several general results obtained in the last 15 years by a variety of different methods are presented in the book, along with the necessary background from algebra and...