Description

Book Synopsis


Table of Contents
PREFACE1. Introduction PART I. DETERMINISTIC CASH FLOWS2. The Basic Theory of Interest3. Fixed Income Securities4. The Term Structure of Interest Rates5. Applied Interest Rate Analysis PART II. SINGLE-PERIOD RANDOM CASH FLOWS6. Mean-Variance Portfolio Theory7. The Capital Asset Pricing Model8. Other Pricing Models9. Data and Statistics10. Risk Measures11. General Principles PART III. DERIVATIVE SECURITIES12. Forwards, Futures, and Swaps13. Models of Asset Dynamics14. Basic Options Theory15. Additional Options Topics16. Interest Rate Derivatives17. Credit Risk PART IV. GENERAL CASH FLOW STREAMS18. Optimal Portfolio Growth19. General Investment Evaluation APPENDIX A: Basic Probability Theory APPENDIX B: Calculus and Optimization

Investment Science

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    A Hardback by G. Luenberger

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      Publisher: Oxford University Press Inc
      Publication Date: Publication Date: 24/06/2013
      ISBN13: 9780199740086, 978-0199740086
      ISBN10: 0199740089

      Description

      Book Synopsis


      Table of Contents
      PREFACE1. Introduction PART I. DETERMINISTIC CASH FLOWS2. The Basic Theory of Interest3. Fixed Income Securities4. The Term Structure of Interest Rates5. Applied Interest Rate Analysis PART II. SINGLE-PERIOD RANDOM CASH FLOWS6. Mean-Variance Portfolio Theory7. The Capital Asset Pricing Model8. Other Pricing Models9. Data and Statistics10. Risk Measures11. General Principles PART III. DERIVATIVE SECURITIES12. Forwards, Futures, and Swaps13. Models of Asset Dynamics14. Basic Options Theory15. Additional Options Topics16. Interest Rate Derivatives17. Credit Risk PART IV. GENERAL CASH FLOW STREAMS18. Optimal Portfolio Growth19. General Investment Evaluation APPENDIX A: Basic Probability Theory APPENDIX B: Calculus and Optimization

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