Investment Mathematics 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 including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.
ISBN: | 9780471998822 |
Publication date: | 24th January 2003 |
Author: | A T Adams, Philip M Booth, David C Bowie, Della Freeth |
Publisher: | John Wiley & Sons, Inc. an imprint of Wiley |
Format: | Paperback |
Pagination: | 440 pages |
Series: | Wiley Finance Series |
Genres: |
Investment and securities |