Investment Mathematics / Edition 2

Investment Mathematics / Edition 2

by Andrew T. Adams, Philip M. Booth, David C. Bowie, Della S. Freeth, Philip Booth
     
 

ISBN-10: 0471998826

ISBN-13: 9780471998822

Pub. Date: 03/24/2003

Publisher: Wiley

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

Overview

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.

Product Details

ISBN-13:
9780471998822
Publisher:
Wiley
Publication date:
03/24/2003
Series:
Wiley Finance Series , #268
Edition description:
REV
Pages:
436
Product dimensions:
9.61(w) x 6.69(h) x 0.89(d)

Table of Contents

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.

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