Investment MathematicsISBN: 978-0-471-99882-2
Paperback
436 pages
March 2003
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Acknowledgements.
PART I: SECURITY ANALYSIS.
Compound Interest.
Fixed-interest Bonds.
Equities and Real Estate.
Real Returns.
Index-linked Bonds.
Foreign Currency Investments.
Derivative Securties.
PART II: STATISTICS FOR INVESTMENT.
Describing Investment Data.
Modelling Investment Returns.
Estimating Parameters and Hypothesis Testing.
Measuring and Testing Comovements in Returns.
PART III: APPLICATIONS.
Modern Portfolio Theory and Asset Pricing.
Market Indices.
Portfolio Performance Measurement.
Bond Analysis.
Option Pricing Models.
Stochastic Investment Models.
Compound Interest Tables.
Student's t Distribution: Critical Points.
Areas in the Right-hand Tail of the Normal Distribution.
Index.
