A. Adams, P. M. Booth, D. Bloomfield

Investment Mathematics and Statistics

• Broschiertes Buch

Produktbeschreibung

The book provides a basis for understanding investment mathemaics and statistics, together with more advanced applications in investment analysis. A special feature is the large number of worked examples illustrating the theoretical concepts discussed.

Produktdetails

• Verlag: Springer Netherlands
• 1993.
• Seitenzahl: 424
• Erscheinungstermin: 31. Oktober 1993
• Englisch
• Abmessung: 235mm x 155mm x 23mm
• Gewicht: 594g
• ISBN-13: 9781853339370
• ISBN-10: 1853339377
• Artikelnr.: 22832921

Inhaltsangabe

Part 1: Investment Mathematics. 1. Compound Interest. 2. Fixed-Interest
Bonds. 3. Equities and Real Estate. 4. Real Returns. 5. Index-Linked Bonds.
6. Foreign Currency Investments. 7. Numerical Approximation Techniques.
Part 2: Statistics. 8. Data Collection and Presentation. 9. Descriptive
Statistics. 10. Probability. 11. Some Particular Probability Distributions.
12. Confidence Intervals and Hypothesis Testing. 13. Correlation and
Regression. Part 3: More Advanced Applications. 14. Portfolio Theory. 15.
Market Indices and Performance Measurement. 16. Bond Portfolio Management.
17. Bond Switching. 18. Curve Fitting. 19. Theoretical Pricing of Futures
and Forwards. 20. Theoretical Pricing of Options. 21. Stochastic Approach
to the Theory of Interest.