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Investment science / David G. Luenberger.
Material type:
TextPublication details: New Delhi : Oxford University Press, 2015, c1998.Description: xiv, 494 p. : ill. ; 25 cmISBN: - 0195108094
- 332.6 LUE
Contents:
1. Introduction -- 2. The Basic Theory of Interest -- 3. Fixed-Income Securities -- 4. The Term Structure of Interest Rates -- 5. Applied Interest Rate Analysis -- 6. Mean-Variance Portfolio Theory -- 7. The Capital Asset Pricing Model -- 8. Models and Data -- 9. General Principles -- 10. Forwards, Futures, and Swaps -- 11. Models of Asset Dynamics -- 12. Basic Options Theory -- 13. Additional Options Topics -- 14. Interest Rate Derivatives -- 15. Optimal Portfolio Growth -- 16. General Investment Evaluation -- App. A. Basic Probability Theory -- App. B. Calculus and Optimization.
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
Books
|
Learning Resource Centre | 332.6 LUE (Browse shelf(Opens below)) | Available | 9324 |
Total holds: 0
Includes bibliographical references and index.
1. Introduction -- 2. The Basic Theory of Interest -- 3. Fixed-Income Securities -- 4. The Term Structure of Interest Rates -- 5. Applied Interest Rate Analysis -- 6. Mean-Variance Portfolio Theory -- 7. The Capital Asset Pricing Model -- 8. Models and Data -- 9. General Principles -- 10. Forwards, Futures, and Swaps -- 11. Models of Asset Dynamics -- 12. Basic Options Theory -- 13. Additional Options Topics -- 14. Interest Rate Derivatives -- 15. Optimal Portfolio Growth -- 16. General Investment Evaluation -- App. A. Basic Probability Theory -- App. B. Calculus and Optimization.
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