Investment Science / Edition 1

Investment Science / Edition 1

by David G. Luenberger, Luenberger
     
 

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ISBN-10: 0195108094

ISBN-13: 9780195108095

Pub. Date: 07/03/1997

Publisher: Oxford University Press, USA


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

Overview


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.

Product Details

ISBN-13:
9780195108095
Publisher:
Oxford University Press, USA
Publication date:
07/03/1997
Edition description:
Older Edition
Pages:
512
Product dimensions:
9.50(w) x 7.63(h) x 1.12(d)

Table of Contents

PREFACE

1. Introduction

PART I. DETERMINISTIC CASH FLOWS
2. The Basic Theory of Interest
3. Fixed Income Securities
4. The Term Structure of Interest Rates
5. Applied Interest Rate Analysis

PART II. SINGLE-PERIOD RANDOM CASH FLOWS
6. Mean-Variance Portfolio Theory
7. The Capital Asset Pricing Model
8. Other Pricing Models
9. Data and Statistics
10. Risk Measures
11. General Principles

PART III. DERIVATIVE SECURITIES
12. Forwards, Futures, and Swaps
13. Models of Asset Dynamics
14. Basic Options Theory
15. Additional Options Topics
16. Interest Rate Derivatives
17. Credit Risk

PART IV. GENERAL CASH FLOW STREAMS
18. Optimal Portfolio Growth
19. General Investment Evaluation

APPENDIX A: Basic Probability Theory

APPENDIX B: Calculus and Optimization

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