This second edition of this volume provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals. Using these techniques, the authors provide simple analyses of a number of securities.
Investment Mathematics provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals.
Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.
