Investment science / David G. Luenberger.
Material type:
TextPublication details: New York : Oxford University Press, 1998.Description: xiv, 494 pages : illustrations ; 25 cmContent type: - text
- unmediated
- volume
- 0195108094
- 9780195108095
- 9780198091790 :
- Investments -- Mathematical models
- Investment analysis -- Mathematical models
- Cash flow -- Mathematical models
- Interest rates -- Mathematical models
- Derivative securities -- Mathematical models
- Inversiones -- Modelos matemáticos
- Análisis de inversiones -- Modelos matemáticos
- Flujo de efectivo -- Modelos matemáticos
- Tasas de interés -- Modelos matemáticos
- finance
- 332.6 21
- HG4515.2 .L84 1998
| Item type | Current library | Home library | Call number | Copy number | Status | Barcode | |
|---|---|---|---|---|---|---|---|
Books
|
Chinhoyi University of Technology Libraries | Chinhoyi University of Technology Libraries | HG 4515.2 LUE (Browse shelf(Opens below)) | c.042719 | Available | BK0050371 |
Includes bibliographical references and index.
Deterministic cash flow streams -- The basic theory of interest -- Fixed-income securities -- The term structure of interest rates -- Applied interest rate analysis -- Single-period random cash flows -- Mean-variance portfolio theory -- The capital asset pricing model -- Models and data -- General principles -- Derivative securities -- Forwards, futures, and swaps -- Models of asset dynamics -- Basic options theory -- Additional options topics -- Interest rate derivatives -- General cash flow streams -- Optimal portfolio growth -- General investment evaluation -- Appendixes (p. 475-483) : A. Basic probability theory -- B. Calculus and optimization.
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