Beschreibung
InhaltsangabePreface. Acknowledgements. Part I Security Analysis. Compound interest. Fixedinterest bonds. Equities and real estate. Real returns. Indexlinked 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.
Autorenportrait
InhaltsangabePreface. Acknowledgements. Part I Security Analysis. Compound interest. Fixedinterest bonds. Equities and real estate. Real returns. Indexlinked 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.
Informationen gemäß Produktsicherheitsverordnung
Hersteller:
Wiley-VCH GmbH
amartine@wiley-vch.de
Boschstr. 12
DE 69469 Weinheim
