000			02252cam a2200397 i 4500
999			_c3717 _d3717
001			17563226
003			OSt
005			20250701084733.0
008			121214t20142014nyua 000 0 eng
010			_a 2012047878
020			_a9780195391060
040			_aKyUL _beng _cKyU _erda
042			_apcc
050	0	0	_aHG4515.2 _b.L84 2014
082	0	0	_aHG4515.2 .L84 2014
100	1		_aLuenberger, David G., _d1937-
245	1	0	_aInvestment science / _cDavid G. Luenberger, Stanford University.
264		1	_aNew York : _bOxford University Press, _c[2014]
264		4	_c©2009
300			_axxiii, 494 pages : _billustrations ; _c24 cm
336			_atext _2rdacontent
337			_aunmediated _2rdamedia
338			_avolume _2rdacarrier
505	0		_aPreface -- 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.
650		0	_aInvestments _xSchool of Business and Education _2Finance
650		0	_aInvestment analysis _xSchool of Business and Education _2Finance
650		0	_aCash flow _xSchool of Business and Education _2Finance
650		0	_aInterest rates _xSchool of Business and Education _2Finance
650		0	_aDerivative securities _xSchool of Business and Education _2Finance
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy1402/2012047878-b.html
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy1402/2012047878-d.html
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/enhancements/fy1402/2012047878-t.html
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2lcc _cLLB