Wiley.com
Print this page Share
Textbook

Investment Mathematics

ISBN: 978-0-471-99882-2
Paperback
440 pages
January 2003, ©2002
List Price: US $70.00
Government Price: US $58.84
Enter Quantity:   Buy
Investment Mathematics (0471998826) cover image
Other Available Formats: E-book

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.
Back to Top