000 02188cam a2200445 a 4500
001 0000030229
005 20230921135248.0
008 960829s1998 nyum b a001 0 eng
010 _a96041158
019 _a38112426
_a39785780
020 _a0195108094
_q(acid-free paper)
020 _a9780195108095
_q(acid-free paper)
020 _a9780198091790 :
_c$26.09
035 _a(OCoLC)35559057
050 0 0 _aHG4515.2
_b.L84 1998
082 0 0 _a332.6
_221
100 1 _aLuenberger, David G.,
_d1937-.
245 1 0 _aInvestment science /
_cDavid G. Luenberger.
260 _aNew York :
_bOxford University Press,
_c1998.
300 _axiv, 494 pages :
_billustrations ;
_c25 cm.
336 _atext
_btxt
_2rdacontent.
337 _aunmediated
_bn
_2rdamedia.
338 _avolume
_bnc
_2rdacarrier.
504 _aIncludes bibliographical references and index.
505 0 _aDeterministic 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.
650 0 _aInvestments
_xMathematical models.
650 0 _aInvestment analysis
_xMathematical models.
650 0 _aCash flow
_xMathematical models.
650 0 _aInterest rates
_xMathematical models.
650 0 _aDerivative securities
_xMathematical models.
650 4 _aInversiones
_xModelos matemáticos.
650 4 _aAnálisis de inversiones
_xModelos matemáticos.
650 4 _aFlujo de efectivo
_xModelos matemáticos.
650 4 _aTasas de interés
_xModelos matemáticos.
650 4 _afinance.
908 _a170706
913 _aN
989 7 _a20230822095114.0
999 _c7421
_d7421