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