Luenberger, David G. 1937- creator text bibliography nyu New York Oxford University Press 1998 monographic eng

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xiv, 494 pages : illustrations ; 25 cm. 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. David G. Luenberger. Includes bibliographical references and index. 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 HG4515.2 .L84 1998 332.6 0195108094 9780195108095 9780198091790 : 96041158 960829 20230921135248.0 0000030229