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