Investment Science / Edition 1

Investment Science / Edition 1

by David G. Luenberger, Luenberger
     
 


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

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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)

Meet the Author

Table of Contents

Preface
1Introduction1
2The Basic Theory of Interest13
3Fixed-Income Securities40
4The Term Structure of Interest Rates72
5Applied Interest Rate Analysis102
6Mean-Variance Portfolio Theory137
7The Capital Asset Pricing Model173
8Models and Data197
9General Principles228
10Forwards, Futures, and Swaps263
11Models of Asset Dynamics296
12Basic Options Theory319
13Additional Options Topics351
14Interest Rate Derivatives382
15Optimal Portfolio Growth417
16General Investment Evaluation444
App. ABasic Probability Theory475
App. BCalculus and Optimization479
Answers to Exercises484
Index489

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