Investment science
著者
書誌事項
Investment science
Oxford University Press, c2014
2nd ed
大学図書館所蔵 件 / 全34件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references and index
収録内容
- 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
- General investment evaluation
