Description

Book Synopsis
This second edition of this volume 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.

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.

Investment Mathematics

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    A Paperback / softback by Andrew T. Adams, Philip M. Booth, David C. Bowie

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      Book details

      Published 24 January 2003
      ISBN-13 9780471998822
      978-0471998822
      ISBN-10 0471998826

      Description

      Book Synopsis
      This second edition of this volume 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.

      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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