Investment science / David G. Luenberger, Stanford University.
By: Luenberger, David G.
Material type:
TextPublisher: New York : Oxford University Press, [2014]Copyright date: ©2009Description: xxiii, 494 pages : illustrations ; 24 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9780195391060.Subject(s): 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 EducationDDC classification: HG4515.2 .L84 2014 Online resources: Contributor biographical information | Publisher description | Table of contents only | Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
Long Loan Book
|
Kirinyaga University Library General Stacks | Non-fiction | HG4515.2 .L84 2014 (Browse shelf) | Available | KYU/2017/6765 | ||
|
Long Loan Book
|
Kirinyaga University Library General Stacks | Non-fiction | HG4515.2 .L84 2014 (Browse shelf) | Available | KYU/2017/6766 |
Close shelf browser
|
|
|
|
|
|
|
||
| HG 4515.2 .L68 2010 An introduction to the mathematics of money : | HG 4515.2 .L68 2010 An introduction to the mathematics of money : | HG4515.2 .L84 2014 Investment science / | HG4515.2 .L84 2014 Investment science / | HG 4515.2 .M86 1996 The valuation of interest rate derivative securities / | HG 4521 .B63 2011 Investments and portifolio management | HG 4521 .B63 2014 Investments / |
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.