Investment mathematics / Andrew T. Adams ... [and others].

Format:

Book

Contributor:

Adams, A. T.

Series:

Wiley finance series

Language:

English

Subjects (All):

Investments--Mathematics.

Investments.

Physical Description:

xii, 419 pages : illustrations ; 25 cm.

Place of Publication:

Chichester, England ; Hoboken, NJ : Wiley, [2003]

Summary:

Investment Mathematics provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals. Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.

Notes:

Rev. ed. of: Investment mathematics and statistics. London ; Boston : Graham & Trotman, 1993.

Includes bibliographical references and index.

ISBN:

0471998826

OCLC:

48930257