TY  - BOOK
AU  - Luenberger,David G.
TI  - Investment science
SN  - 0195108094
AV  - HG4515.2 .L84 1998
U1  - 332.6 21
PY  - 1998///
CY  - New York
PB  - Oxford University Press
KW  - Investments
KW  - Mathematical models
KW  - Investment analysis
KW  - Cash flow
KW  - Interest rates
KW  - Derivative securities
KW  - Inversiones
KW  - Modelos matemáticos
KW  - Análisis de inversiones
KW  - Flujo de efectivo
KW  - Tasas de interés
KW  - finance
N1  - 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
ER  -