Investment science

PrefaceIntroduction -- 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...

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Bibliographische Detailangaben
1. Verfasser:	Luenberger, David G. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	New York, NY u.a. Oxford Univ. Press c 2014
Ausgabe:	2. ed.
Schlagworte:	Portfolio-Management > Kapitalmarkttheorie > Theorie > Investments > Mathematical models > Investment analysis > Cash flow > Interest rates > Derivative securities > Lehrbuch > Investitionstheorie
Online Zugang:	Inhaltsverzeichnis Autorenbiografie Verlagsangaben
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Zusammenfassung:	PrefaceIntroduction -- 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. 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. 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
Beschreibung:	XXIII, 604 S. graph. Darst.
ISBN:	9780199740086 978-0-19-974008-6