Investment Science

Synopsis

Preface -- Introduction -- Deterministic Cash Flowstreams -- The Basic Theory Of Interest -- Fixed-income Securities -- The Term Structure Of Interest Rates -- Applied Interest Rate Analysis -- Single-period Random Cash Flows -- Mean?variance Portfolio Theory -- The Capital Asset Pricing Model -- Other Pricing Models -- Data And Statistics -- Risk Measures -- General Principles -- Derivative Securities -- Forwards, Futures, And Swaps -- Models Of Asset Dynamics -- Basic Options Theory -- Additional Options Topics -- Interest Rate Derivatives -- Credit Risk -- General Cash Flowstreams -- Optimal Portfolio Growth. David G. Luenberger, Stanford University. Includes Index. Includes Bibliographical References And Index.