Luenberger, David G.,  1937-. <br/><br/>
Investment science / 
David G. Luenberger. 
 - New York :  Oxford University Press,  1998. 
 - xiv, 494 pages :  illustrations ;  25 cm. 
<br/><br/>Includes bibliographical references and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>0195108094 9780195108095 9780198091790 :  $26.09 
<br/><br/><label>LCCN: </label>96041158 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Investments--Mathematical models.<br/>Investment analysis--Mathematical models.<br/>Cash flow--Mathematical models.<br/>Interest rates--Mathematical models.<br/>Derivative securities--Mathematical models.<br/>Inversiones--Modelos matemáticos.<br/>Análisis de inversiones--Modelos matemáticos.<br/>Flujo de efectivo--Modelos matemáticos.<br/>Tasas de interés--Modelos matemáticos.<br/>finance.
<br/><br/><label>LC Class. No.: </label>HG4515.2  / .L84 1998 
<br/><br/><label>Dewey Class. No.: </label>332.6