Investment Mathematics and Statistics
Published in March 1994
Book
Paperback/Softback
408 pages
978-1-85966-074-4 (ISBN)
Description
This international work provides a thorough grounding in investment mathematics and statistics, together with more advanced applications in the investment area. Chapters are self-contained, yet follow on logically one from another enabling readers to choose a reading path appropriate to their own needs without loss of continuity. A large number of worked examples illustrate the theoretical concepts as they are introduced. "Investment Mathematics and Statistics" should prove an essential source of reference for practitioners within the securities and investment industry worldwide, and should also be useful to students preparing for relevant professional or higher educational examinations.
More details
Language
English
Place of publication
London
United Kingdom
Publishing group
Kluwer Academic Publishers Group
Target group
College/higher education
Illustrations
biography
Dimensions
Height: 240 mm
Width: 160 mm
Weight
690 gr
ISBN-13
978-1-85966-074-4 (9781859660744)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Persons
Content
Part 1 Investment mathematics: compound interest; fixed interest bonds; equities and real estate; real returns; index linked bonds; foreign currency investments; numerical approximation techniques. Part 2 Statistics: data collection and presentation; descriptive statistics; probability; some particular probability; distributions; confidence intervals and hypothesis testing; correlation and regression. Part 3 More advanced applications; portfolio theory; market indices and performance measurement; bond portfolio management; bond switching; curve fitting; theoretical pricing of futures and forwards; theoretical pricing of options; the stochastic approach to the theory of interest.