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1. Investment science [2014]

Book
xxiii, 604 pages : illustrations ; 24 cm
  • Preface
  • Introduction
  • Deterministic cash flowstreams
  • The basic theory of interest
  • Fixed-income securities
  • The term structure of interest rates
  • Applied interest rate analysis
  • Single-period random cash flows
  • Mean-variance portfolio theory
  • The capital asset pricing model
  • Other pricing models
  • Data and statistics
  • Risk measures
  • General principles
  • Derivative securities
  • Forwards, futures, and swaps
  • Models of asset dynamics
  • Basic options theory
  • Additional options topics
  • Interest rate derivatives
  • Credit risk
  • General cash flow streams
  • Optimal portfolio growth
  • General investment evaluation.
Investment Science, Second Edition, provides thorough and highly accessible mathematical coverage of the fundamental topics of intermediate investments, including fixed-income securities, capital asset pricing theory, derivatives, and innovations in optimal portfolio growth and valuation of multi-period risky investments. Eminent scholar and teacher David G. Luenberger, known for his ability to make complex ideas simple, presents essential ideas of investments and their applications, offering students the most comprehensive treatment of the subject available.
(source: Nielsen Book Data)9780199740086 20160612
Engineering Library (Terman)
MS&E-245A-01