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Investment Portfolio User's Manual / With Two 3
     

Investment Portfolio User's Manual / With Two 3" Disks / Edition 1

by Intellipro, Inc., Christopher Blake, Edwin J. Elton, Martin J. Gruber, Georgio DeSantis
 

ISBN-10: 0471246107

ISBN-13: 9780471246107

Pub. Date: 06/28/1998

Publisher: Wiley

* Calculate correlations, covariances, means and standard deviations

• Plot and graph the efficient frontier under various assumptions.regarding short sales and riskless lending and borrowing.

• Perform duration analysis and estimate spot rates for bonds.

• Do performance evaluation using single and multi-index andequilibrium models.

Overview

* Calculate correlations, covariances, means and standard deviations

• Plot and graph the efficient frontier under various assumptions.regarding short sales and riskless lending and borrowing.

• Perform duration analysis and estimate spot rates for bonds.

• Do performance evaluation using single and multi-index andequilibrium models.

• Calculate prices for futures and prices and implied volatility foroptions.

Product Details

ISBN-13:
9780471246107
Publisher:
Wiley
Publication date:
06/28/1998
Edition description:
Older Edition
Pages:
216
Product dimensions:
7.91(w) x 9.92(h) x 0.44(d)

Related Subjects

Table of Contents

* Getting Started

• System Requirements

• Installation

• Overview of The Investment Portfolio Software

• The Markowitz Module

• The Performance Module

• The Equilibrium Module

• The Valuation Module

• The Bond Module

• The Option Module

• The Futures Module

• The Statistics Module
Appendix A: Data Files

• Types of Files

• Provided Files
Appendix B: Importing Data

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