Investment Science

Autori

• David G. Luenberger

Parametri

• 512 pagine
• 18 ore di lettura

• Business & Management
• Commercio
• Saggistica
• Scienza e Matematica
• Tecnologia & Ingegneria

Maggiori informazioni sul libro

Fueled by recent theoretical advancements in finance and the rapid growth of information technology, investment theory is gaining significant intellectual attention. These developments are being integrated into university curricula, financial institutions, and individual investor knowledge. Modern investment theory, articulated through mathematics, is now crucial for both academic and practical training. This resource serves as an essential tool for teaching contemporary investment concepts, presenting sound fundamentals and practical problem-solving methods. David Luenberger offers accessible mathematical coverage of key topics in introductory investments, including fixed-income securities, modern portfolio theory, capital asset pricing theory, and derivatives like futures and options. He creatively employs binomial lattices to address a range of finance problems while maintaining a level of mathematical sophistication that remains within algebra, elementary statistics/probability, and calculus. Appendices on probability and calculus are provided for reference, alongside examples and exercises to reinforce the principles discussed. Suitable for investment management courses across various disciplines, this resource has been successfully tested at institutions like Boston University and Stanford University. It is also valuable for executives, managers, and financial analysts involved in investment evaluation and structuring ac

Lingua: Inglese

Pubblicato: 1997

(Copertina rigida)