Investment Mathematics - Brossura

Adams, Andrew T.

Brossura

ISBN 10: 0471998826 ISBN 13: 9780471998822

Casa editrice: Wiley, 2003

Riassunto

"Investment Mathematics" - Jetzt neu in der 2. aktualisierten Auflage.

Bietet eine umfassende und verständlich geschriebene Einführung in die Grundlagen der Investmentmathematik und -statistik.

Mit zahlreichen Beispielen aus der Praxis.

Die Kapitel sind in sich abgeschlossen, d.h. der Leser kann seinen Informationsbedarf gezielt decken, ohne das Buch von Anfang bis Ende durcharbeiten zu müssen.

Mit einem Frage- und Antwortteil.

Su questo libro

Informazioni sull?autore

ANDREW ADAMS is Senior Lecturer in Finance and Director of the Centre for Financial Markets Research at the University of Edinburgh. He has studied financial markets for over thirty years, as a practitioner in the City of London and as an academic. His research interests focus mainly on investment trust pricing and risk.

PHILIP BOOTH is Professor of Insurance and Risk Management at the Sir John Cass Business School, City of London and Editorial and Programme Director at the Institute of Economic Affairs. He is a former special adviser at the Bank of England and previously held the Chair in Real Estate Finance and Investment at the Sir John Cass Business School. He has a long experience of teaching and researching in the fields of investment and social insurance and is author or co-author of a number of books and papers in these fields. Philip Booth is a Fellow of the Institute of Actuaries and of the Royal Statistical Society.

DAVID BOWIE is a Partner and head of quantitative analysis in the Investment Practice of Hymans Robertson Consultants & Actuaries. His focus is on the development and application of asset/liability modelling and the use of capital market theory in providing investment advice to pension funds and other institutional investors.

DELLA FREETH is Reader in Education for Health Care Practice at St Bartholomew School of Nursing and Midwifery, City University, where she conducts quantitative and qualitative research.

Dalla quarta di copertina

This work provides a thorough grounding in investment mathematics together with applications in the investment area. The book is designed for students of finance and investment, and will prove an essential source of reference for practitioners within the securities and investment industry worldwide.

Investment Mathematics is divided into three parts. Part I looks at the fundamental analysis of investments from a mathematical viewpoint, relying heavily on compound interest techniques which are developed in the first chapter. The material is presented in such a way that those without formal training in mathematics will be able to follow the text without difficulty.

Part II provides the necessary statistical background for investment specialists. Like Part I, the approach assumes little formal mathematical training. Finally, the book deals with a number of specialist topics which are applications of the material covered earlier, including modern portfolio theory and asset pricing, market indices, portfolio performance measurement, stochastic investment models and the theoretical pricing of options.

Investment Mathematics is an accessible text which will provide readers with a sound analytical framework within which the valuation of investments and investment in a wider context may be studied.

Dettagli dell'edizione

• Editore: Wiley
• Data di pubblicazione: 2003
• Lingua: Inglese
• ISBN 10: 0471998826
• ISBN 13: 9780471998822
• Rilegatura: Copertina flessibile
• Numero di pagine: 436
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile