Investment Science
International Edition
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122 299 Ft
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Product details:
- Publisher OUP USA
- Date of Publication 4 June 2009
- ISBN 9780195391060
- Binding Paperback
- No. of pages512 pages
- Size 235x191x25 mm
- Weight 866 g
- Language English 0
Categories
Short description:
Investment Science presents sound fundamentals and shows how real problems can be solved with modern, yet simple, methods. Throughout the book, the author uses mathematics to present essential ideas of investments and their applications in business practice. The creative use of binomial lattices to formulate and solve a wide variety of important finance problems is a special feature of the book.
MoreLong description:
Representing a true breakthrough in the organization of finance topics, Investment Science will be an indispensable tool in teaching modern investment theory. It presents sound fundamentals and shows how real problems can be solved with modern, yet simple, methods. David Luenberger gives thorough yet highly accessible mathematical coverage of the standard and recent topics of introductory investments: fixed-income securities, modern portfolio theory and capital asset pricing theory, derivatives (futures, options, and swaps), and innovations in optimal portfolio growth and valuation of multiperiod risky investments. Throughout the book, he uses mathematics to present essential ideas of investments and their applications in business practice. The creative use of binomial lattices to formulate and solve a wide variety of important finance problems is a special feature of the book.
In moving from fixed-income securities to derivatives, Luenberger increases naturally the level of mathematical sophistication, but never goes beyond algebra, elementary statistics/probability, and calculus. He includes appendices on probability and calculus at the end of the book for student reference. Creative examples and end-of-chapter exercises are also included to provide additional applications of principles given in the text.
Table of Contents:
Introduction
I. Deterministic Cash Flow Streams
The Basic Theory of Interest
Fixed-Income Securities
The Term Structure of Interest Rates
Applied Interest Rate Analysis
II. Single-Period Random Cash Flows
Mean-Variance Portfolio Theory
The Capital Asset Pricing Model
Models and Data
General Principles
III. Derivative Securities
Forwards, Futures, and Swaps
Models of Asset Dynamics
Basic Options Theory
Additional Options Topics
Interest Rate Derivatives
IV. General Cash Flow Streams
Optimal Portfolio Growth
General Investment Evaluation
Appendix A: Basic Probability Theory
Appendix B: Calculus and Optimization
