Investment science
By: David G. Luenberger
Edition: International [changed and adapted] ed.
Publisher: Oxford University Press
Published: 2009
Place of publication: New York [etc.]
Language: eng
Number of pages: 494
ISBN-13: 9780195391060
Subjects: Cash flow; Investeringen; Investment analysis; Mathematical models; Derivative securities; Interest rates; Beleggingen; Wiskundige modellen; Investments
Notes: Oorspr. uitg.: 2006.

Met lit. opg. - Met index.
Table of contents: title: Deterministic cash flow streams; title: The basic theory of interest; title: Fixed-income securities; title: The term structure of interest rates; title: Applied interest rate analysis; title: Single-period random cash flows; title: Mean-variance portfolio theory; title: The capital asset pricing model; title: Models and data; title: General principles; title: Derivative securities; title: Forwards, future, and swaps; title: Models of asset dynamics; title: Basic options theory; title: Additional options topics; title: Interrest rate derivatives; title: General cash flow streams; title: Optional portfolio growth; title: General investment evaluation.