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1、THEMATHEMATICSOFMONEYMANAGEMENT:RISKANALYSISTECHNIQUESFORTRADERSbyRalphVincePublishedbyJohnWiley&Sons,Inc.LibraryofCongressCataloging-in-PublicationDataVince.Ralph.1958-Themathematicsofmoneymanagement:riskanalysistechniquesfortraders/byRalphVince.Includesbibliographicalreferencesandindex.ISBN0
2、-471-54738-71.Investmentanalysis—Mathematics.2.Riskmanagement—Mathematics3.Programtrading(Securities)HG4529N561992332.6'01'51-dc2091-33547PrefaceandDedicationThefavorablereceptionofPortfolioManagementFormulasexceededeventhegreatestexpectationIeverhadforthebook.Ihadwrittenittopromotetheconcepto
3、foptimalfandbegintoimmersereadersinportfoliotheoryanditsmissingrelationshipwithoptimalf.Besidesfindingfriendsoutthere,PortfolioManagementFormulaswassurprisinglymetbyquiteanappetiteforthemathconcerningmoneymanagement.Hencethisbook.IamindebtedtoKarlWeber,WendyGrau,andothersatJohnWiley&Sonswhoall
4、owedmethenecessarylatitudethisbookrequired.TherearemanyotherswithwhomIhavecorrespondedinonesortoranother,orwhoinonewayoranotherhavecontributedto,helpedmewith,orinfluencedthematerialinthisbook.AmongthemareFlorenceBobeck,HugoRourdssa,JoeBristor,SimonDavis,RichardFirestone,FredGehm(whomIhadthegoo
5、dfortuneofworkingwithforawhile),MoniqueMason,GordonNichols,andMikePascaul.IalsowishtothankFranBartlettofG&HSoho,whosemasterfulworkhasonceagaintransformedmylittlemountainofchaos,mylittletruckloadofkindling,intothefinishedproductthatyounowholdinyourhands.Thislistisnowherenearcompleteastherearema
6、nyotherswho,tovaryingdegrees,influencedthisbookinoneformoranother.Thisbookhasleftmeutterlydrained,andIintendittobemylast.Consideringthis,I'dliketodedicateittothethreepeoplewhohaveinfluencedmethemost.ToRejeanne,mymother,forteachingmetoappre-ciateavividimagination;toLarry,myfather,forshowingmeat
7、anearlyagehowtosqueezenumberstomakethemjump;toArlene,mywife,part-ner,andbestfriend.Thisbookisforallthreeofyou.Yourinfluencesresonatethroughoutit.ChagrinFalls,OhioR.V.March1992-2-Chapter5-IntroductiontoMultipleSimultaneousPositionsundert
