Luenberger, David G., 1937-
Investment science / David G. Luenberger, Stanford University. - xxiii, 494 pages : illustrations ; 24 cm
Preface -- Introduction -- Deterministic cash flowstreams -- 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 -- Other pricing models -- Data and statistics -- Risk measures -- General principles -- Derivative securities -- Forwards, futures,and swaps -- Models of asset dynamics -- Basic options theory -- Additional options topics -- Interest rate derivatives -- Credit risk -- General cash flowstreams -- Optimal portfolio growth.
9780195391060
2012047878
Investments--School of Business and Education
Investment analysis--School of Business and Education
Cash flow--School of Business and Education
Interest rates--School of Business and Education
Derivative securities--School of Business and Education
HG4515.2 / .L84 2014
HG4515.2 .L84 2014
Investment science / David G. Luenberger, Stanford University. - xxiii, 494 pages : illustrations ; 24 cm
Preface -- Introduction -- Deterministic cash flowstreams -- 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 -- Other pricing models -- Data and statistics -- Risk measures -- General principles -- Derivative securities -- Forwards, futures,and swaps -- Models of asset dynamics -- Basic options theory -- Additional options topics -- Interest rate derivatives -- Credit risk -- General cash flowstreams -- Optimal portfolio growth.
9780195391060
2012047878
Investments--School of Business and Education
Investment analysis--School of Business and Education
Cash flow--School of Business and Education
Interest rates--School of Business and Education
Derivative securities--School of Business and Education
HG4515.2 / .L84 2014
HG4515.2 .L84 2014