The book provides a basis for understanding investment mathematics and statistics, together with more advanced applications in investment analysis. A special feature of the book is the large number of worked examples illustrating the theoretical concepts discussed.
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Table of ContentsPart 1: Investment Mathematics. 1. Compound Interest. 2. Fixed Interest Bonds. 3. Equities and Real Estate. 4. Real Returns. 5. Index Linked Bonds. 6. Foreign Currency Investments. 7. Numerical Approximation Techniques. Part 2: Statistics. 8. Data Collection and Presentation. 9. Descriptive Statistics. 10. Probability. 11. Some Particular Probability Distributions. 12. Confidence Intervals and Hypothesis Testing. 13. Correlation and Regression. Part 3: More Advanced Applications. 14. Portfolio Theory. 15. Market Indices and Performance Measurement. 16. Bond Portfolio Management. 17. Bond Switching. 18. Curve Fitting. 19. Theoretical Pricing of Futures and Forwards. 20. Theoretical Pricing of Options. 21. The Stochastic Approach to the Theory of Interest.