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CATALOGO >> FINANCE >> Oxford University Press - UK >>Investment Science
Investment Science
Precio de Lista: $299,000
Su Precio: $269,100

Usted ahorra: $29,900
Editorial: Oxford University Press - UK
Edición y año: 01/1998
ISBN: 9780195108095
Area 2:
Estado: Disponible solo para importación
Fueled in part by some extraordinary theoretical developments in finance, an explosive growth of information and computing technology, and the global expansion of investment activity, investment theory currently commands a high level of intellectual attention. Recent developments in the field are being infused into university classrooms, financial service organizations, business ventures, and into the awareness of many individual investors. Modern investment theory using the language of mathematics is now an essential aspect of academic and practitioner training.
Representing a true breakthrough in the organization of finance topics, Investment Science will be an indispensable tool in teaching modern investment theory. It presents sound fundamentals and shows how real problems can be solved with modern, yet simple, methods. David Luenberger gives thorough yet highly accessible mathematical coverage of the standard and recent topics of introductory investments: fixed-income securities, modern portfolio theory and capital asset pricing theory, derivatives (futures, options, and swaps), and innovations in optimal portfolio growth and valuation of multiperiod risky investments. Throughout the book, he uses mathematics to present essential ideas of investments and their applications in business practice. The creative use of binomial lattices to formulate and solve a wide variety of important finance problems is a special feature of the book.

Table of contents:
1. Introduction

I. Deterministic Cash Flow Streams
2. The Basic Theory of Interest
3. Fixed-Income Securities
4. The Term Structure of Interest Rates
5. Applied Interest Rate Analysis

II. Single-Period Random Cash Flows
6. Mean-Variance Portfolio Theory
7. The Capital Asset Pricing Model
8. Models and Data
9. General Principles

III. Derivative Securities
10. Forwards, Futures, and Swaps
11. Models of Asset Dynamics
12. Basic Options Theory
13. Additional Options Topics
14. Interest Rate Derivatives

IV. General Cash Flow Streams
15. Optimal Portfolio Growth
16. General Investment Evaluation

A. Basic Probability Theory
A.1. General Concepts
A.2. Normal Random Variables
A.3. Lognormal Random Variables
B. Calculus and Optimization
B.1. Functions
B.2. Differential Calculus
B.3. Optimization