Investment science
David G. Luenberger
| Year of publication: |
c 2014 ; 2. ed.
|
|---|---|
| Authors: | Luenberger, David G. |
| Publisher: |
New York, NY [u.a.] : Oxford Univ. Press |
| Subject: | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Theorie | Theory | Investitionstheorie |
| Description of contents: | Table of Contents [gbv.de] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XXIII, 604 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | 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. |
| ISBN: | 978-0-19-974008-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009767156