Investment Mathematics

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.

Book details

• Author: Andrew T. Adams; Philip M. Booth; David C. Bowie; Della S. Freeth
• Publisher: John Wiley & Sons P&T
• Edition: 1st Edition
• eText ISBN: 9780470859186
• Print ISBN: 9780471998822
• Format: Fixed Layout
• Language: en
• Copyright: 2003