1. Investment science [2014]
- Luenberger, David G., 1937-
- Second Edition. - New York : Oxford University Press, [2014]
- Description
- Book โ xxiii, 604 pages : illustrations ; 24 cm
- Summary
-
- 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 flow streams
- Optimal portfolio growth
- General investment evaluation.
(source: Nielsen Book Data)
- Online
Engineering Library (Terman)
Engineering Library (Terman) | Status |
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On reserve: Ask at Engineering circulation desk | |
HG4515.2 .L84 2014 | Unknown 2-hour loan |
HG4515.2 .L84 2014 | Unknown 2-hour loan |
Stacks | |
HG4515.2 .L84 2014 | On hold for a borrower Request |
MS&E-245A-01
- Course
- MS&E-245A-01 -- Investment Science
- Instructor(s)
- Markus Pelger