Quantitative Analysis for Investment Management
Published on 25. January 1996
Book
Paperback/Softback
306 pages
978-0-13-319690-0 (ISBN)
Description
Appropriate for intermediate undergraduate or graduate-level courses in Investments, Investment Management, Security Analysis. It is also suitable as a supplement for such courses as Money and Capital Markets, Fixed Income Securities, Derivative Securities and Portfolio Management.
The purpose of the book is to provide a concise overview of the quantitative tools and models that have been most widely used in investment management. It is the premise of the book that many of the most popular quantitative techniques have certain elements in common, and that if these elements can be understood, the reader can gain a working understanding of a wider variety of complex securities and portfolio management techniques.
The purpose of the book is to provide a concise overview of the quantitative tools and models that have been most widely used in investment management. It is the premise of the book that many of the most popular quantitative techniques have certain elements in common, and that if these elements can be understood, the reader can gain a working understanding of a wider variety of complex securities and portfolio management techniques.
More details
Language
English
Place of publication
United States
Publishing group
Pearson Education (US)
Target group
Professional and scholarly
Dimensions
Height: 228 mm
Width: 150 mm
Thickness: 15 mm
Weight
400 gr
ISBN-13
978-0-13-319690-0 (9780133196900)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Content
(NOTE: Each chapter concludes with a Summary, Suggestions for Further Reading, Problems and Questions, and Appendices.)I. ANALYSIS OF INDIVIDUAL SECURITIES.
1. Fixed Income Security Prices and Yields.
2. Option-Free Bonds: Measuring and Managing Interest Rate Risk.
3. The Term Structure of Interest Rates.
4. Equities: The Discounted Cash Flow Approach.
5. Principles of Option Pricing.
6. Fixed Income Securities with Call and Prepayment Options.
7. Other Options Embedded in Bonds and Equity.
8. Forward and Futures Contracts.
II. ANALYSIS OF PORTFOLIOS OF SECURITIES.
9. Investor Preferences and Attitudes Toward Risk.
10. Fundamentals of Portfolio Analysis: The Generic Portfolio Problems.
11. Capital Market Equilibrium and the Pricing of Securities.
12. Active Portfolio Strategies.
13. Performance Evaluation and the Organization of Portfolio Management.
Index.
1. Fixed Income Security Prices and Yields.
2. Option-Free Bonds: Measuring and Managing Interest Rate Risk.
3. The Term Structure of Interest Rates.
4. Equities: The Discounted Cash Flow Approach.
5. Principles of Option Pricing.
6. Fixed Income Securities with Call and Prepayment Options.
7. Other Options Embedded in Bonds and Equity.
8. Forward and Futures Contracts.
II. ANALYSIS OF PORTFOLIOS OF SECURITIES.
9. Investor Preferences and Attitudes Toward Risk.
10. Fundamentals of Portfolio Analysis: The Generic Portfolio Problems.
11. Capital Market Equilibrium and the Pricing of Securities.
12. Active Portfolio Strategies.
13. Performance Evaluation and the Organization of Portfolio Management.
Index.