Investment science

Author(s)

Bibliographic Information

Investment science

David G. Luenberger

Oxford University Press, c2014

2nd ed

Available at  / 34 libraries

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Note

Includes bibliographical references and index

Contents of Works

  • 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

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