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Investment Mathematics
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Artikel-Nr:
9780470859186
Veröffentl:
2003
Einband:
E-Book
Seiten:
436
Autor:
Andrew T. Adams
eBook Typ:
PDF
eBook Format:
Reflowable E-Book
Kopierschutz:
Adobe DRM [Hard-DRM]
Sprache:
Englisch
Beschreibung:
Investment Mathematics provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals. Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.
Investment Mathematics provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals.Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.
Preface.Acknowledgements.Part I Security Analysis.Compound interest.Fixed-interest bonds.Equities and real estate.Real returns.Index-linked bonds.Foreign currency investments.Derivative securties.Part II Statistics for Investment.Describing investment data.Modelling investment returns.Estimating parameters and hypothesis testing.Measuring and testing comovements in returns.Part III Applications.Modern portfolio theory and asset pricing.Market indices.Portfolio Performance Measurement.Bond analysis.Option pricing models.Stochastic investment models.Compound interest tables.Student's t distribution: critical points.Areas in the right-hand tail of the normal distribution.Index.