Investment Mathematics and Statistics

ISBN-13: 9781853339370 / Angielski / Miękka / 1993 / 480 str.

A. Adams; P. M. Booth; D. Bloomfield

Opis

The book provides a basis for understanding investment mathemaics and statistics, together with more advanced applications in investment analysis. A special feature is the large number of worked examples illustrating the theoretical concepts discussed.

Spis treści

Part 1: Investment Mathematics. 1. Compound Interest. 2. Fixed-Interest Bonds. 3. Equities and Real Estate. 4. Real Returns. 5. Index-Linked Bonds. 6. Foreign Currency Investments. 7. Numerical Approximation Techniques. Part 2: Statistics. 8. Data Collection and Presentation. 9. Descriptive Statistics. 10. Probability. 11. Some Particular Probability Distributions. 12. Confidence Intervals and Hypothesis Testing. 13. Correlation and Regression. Part 3: More Advanced Applications. 14. Portfolio Theory. 15. Market Indices and Performance Measurement. 16. Bond Portfolio Management. 17. Bond Switching. 18. Curve Fitting. 19. Theoretical Pricing of Futures and Forwards. 20. Theoretical Pricing of Options. 21. Stochastic Approach to the Theory of Interest.