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Investment Mathematics and Statistics - Andrew Adams

Investment Mathematics and Statistics

Paperback Published: 31st October 1993
ISBN: 9781853339370
Number Of Pages: 480

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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.

Investment Mathematicsp. 1
Compound interestp. 3
Fixed-interest bondsp. 21
Equities and real estatep. 39
Real returnsp. 53
Index-linked bondsp. 67
Foreign currency investmentsp. 81
Solution of equations by numerical approximation techniquesp. 95
Statisticsp. 111
Data collection and presentationp. 113
Descriptive statisticsp. 141
Probabilityp. 153
Some important probability distributionsp. 177
Confidence intervals and hypothesis testingp. 193
Correlation and regressionp. 207
Advanced Applicationsp. 235
Portfolio theoryp. 237
Market indices and portfolio performance measurementp. 259
The mathematics of bond investment policyp. 281
Bond anomaliesp. 293
Curve fittingp. 303
Theoretical pricing of forward and futures contractsp. 325
Theoretical pricing of optionsp. 337
The stochastic approach to the theory of interestp. 369
Compound interest tablesp. 385
Student's t distribution: critical pointsp. 395
Areas in the right-hand tail of the normal distributionp. 396
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9781853339370
ISBN-10: 1853339377
Audience: General
Format: Paperback
Language: English
Number Of Pages: 480
Published: 31st October 1993
Country of Publication: GB
Dimensions (cm): 23.39 x 15.6  x 2.18
Weight (kg): 0.59