investment science

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Investment Science

Author : David G. Luenberger
ISBN : 0199740089
Genre : Business & Economics
File Size : 41. 88 MB
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David G. Luenberger's Investment Science has become the dominant seller in Master of Finance programs, Senior or Masters level engineering, economics and statistics programs, as well as the programs in Financial Engineering. The author gives thorough yet highly accessible mathematical coverage of the fundamental topics of introductory investments: fixed-income securities, modern portfolio theory and capital asset pricing theory, derivatives (futures, options, and swaps), and innovations in optimal portfolio growth andvaluation of multi period risky investments. Throughout the text, Luenberger uses mathematics to present essential ideas about investments and their applications in business practice. The new edition is updated to include the significant advances in financial theory and practice. The text now includes two new chapters on Risk Measurement and Credit Risk and the expanded use of so-called real options, the characterization of volatility changes, and methods for incorporating suchbehavior in valuation. New exercise material and modifications to reflect the most recent financial changes have been made to nearly all chapters in this second edition.

Investment Science

Author : David G. Luenberger
ISBN : 0195391063
Genre : Business & Economics
File Size : 44. 95 MB
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With 'Investment Science', David G. Luenberger offers an introduction to the fundamentals of investment science, covering such topics as fixed-income securities, interest, portfolio growth, asset dynamics and derivative securities.

Investment Science

Author : David G. Luenberger
ISBN : 0195108094
Genre : Business & Economics
File Size : 56. 28 MB
Format : PDF
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Representing a true breakthrough in the organization of finance topics, Investment Science is an indispensable tool in teaching modern investment theory. It presents sound fundamentals and shows how real problems can be solved with modern, yet simple, methods.David Luenberger gives thorough yet highly accessible mathematical coverage of the standard and recent topics of introductory investments: fixed-income securities, modern portfolio theory and capital asset pricing theory, derivatives (futures, options and swaps), and innovations in optimal portfolio growth and valuation of multiperiod risky investments. Throughout the book, he uses mathematics to present essential ideas of investments and their applications in business practice. The creative use of binomial lattices to formulate and solve a wide variety of important finance problems is a special feature of the book. It is ideal for investment or investment management courses in finance, engineering economics, operations research and management science departments.Supplements and Resources:Solutions Manual: 0195125177

Solutions Manual For Investment Science

Author : David G. Luenberger
ISBN : 0195125177
Genre : Business & Economics
File Size : 74. 99 MB
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Investment Science is designed for the core theoretical finance course in quantitative investment and for those individuals interested in the current state of development in the field -- what the essential ideas are, how they are represented, how they are represented, how they can be used inactual investment practice, and where the field might be headed in the future. The coverage is similar to more intuitive texts but goes much farther in terms of mathematical content, featuring varying levels of mathematical sophistication throughout. The emphasis of the text is on the fundamentalprinciples and how they can be mastered and transformed into solutions of important and interesting investment problems. End-of the chapter exercises are also included, and unlike most books in the field, Investment Science does not concentrate on institutional detail, but instead focuses onmethodology.

Information Science

Author : David G. Luenberger
ISBN : 9781400829286
Genre : Computers
File Size : 25. 74 MB
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From cell phones to Web portals, advances in information and communications technology have thrust society into an information age that is far-reaching, fast-moving, increasingly complex, and yet essential to modern life. Now, renowned scholar and author David Luenberger has produced Information Science, a text that distills and explains the most important concepts and insights at the core of this ongoing revolution. The book represents the material used in a widely acclaimed course offered at Stanford University. Drawing concepts from each of the constituent subfields that collectively comprise information science, Luenberger builds his book around the five "E's" of information: Entropy, Economics, Encryption, Extraction, and Emission. Each area directly impacts modern information products, services, and technology--everything from word processors to digital cash, database systems to decision making, marketing strategy to spread spectrum communication. To study these principles is to learn how English text, music, and pictures can be compressed, how it is possible to construct a digital signature that cannot simply be copied, how beautiful photographs can be sent from distant planets with a tiny battery, how communication networks expand, and how producers of information products can make a profit under difficult market conditions. The book contains vivid examples, illustrations, exercises, and points of historic interest, all of which bring to life the analytic methods presented: Presents a unified approach to the field of information science Emphasizes basic principles Includes a wide range of examples and applications Helps students develop important new skills Suggests exercises with solutions in an instructor's manual

Capital Investment Financing

Author : Chris f Agar
ISBN : 9780080476384
Genre : Business & Economics
File Size : 55. 11 MB
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The requirement to maximise value for shareholders is at the core of any corporate investment or financing decision. The intrinsic value of proposed investments should be assessed before deciding how much capital to allocate; the benefits and risks associated with each available source of finance should be considered when capital is being raised; and capital, and any associated financial risks, should be managed in a way that continues to maximise value. At every stage, an analysis should be carried out to ensure the decision is optimal for shareholders and other capital providers. This book provides practical guidance on the application of financial evaluation techniques and methods (mainly covered in Appendices), as well as comprehensive coverage of traditional corporate finance topics, discussed in the context of capital investment, raising and management and financial risk management (using derivatives). Models, formulae and other quantitative techniques are illustrated in over 100 examples (using only basic mathematics). Topics discussed include the following: * business appraisal using financial ratios * corporate valuation (mainly discounted cash flow and real options) *investment appraisal techniques * acquisition structuring and evaluation * the nature of loans and loan agreements * features and pricing of bonds (straight and convertible) * leasing (including leveraged leasing) * equity raising (Initial Public Offerings) * long and short term capital management * basic pricing of derivatives (forwards, futures, options, swaps) * interest rate and currency risk management using derivatives Capital Investment & Financing provides a comprehensive, in-depth coverage of concepts, methods and techniques involved when evaluating acquisitions and other investments, assessing financing opportunities, and managing capital. The core chapters provide practical guidance on key corporate finance topics; the Appendices contain more quantitative material, focusing on pricing techniques. Examples are used throughout, and an integrated case study (fictional) in the final Appendix uses many of the techniques discussed. *Discusses all key areas of corporate investing and financing, focusing on key financial issues *Concise, thorough and technical, it enables to reader to acquire knowledge effectively *Can be used in everyday analysis and decision making

Engineering Investment Process

Author : Florian Ielpo
ISBN : 9780081011485
Genre : Business & Economics
File Size : 88. 8 MB
Format : PDF
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Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process. The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust. The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases. Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process. Blends academic research with practical experience from quants, fund managers, and economists Puts financial mathematics and econometrics in their rightful place Presents useful information that will increase the reader's understanding of markets Clearly provides both the global framework, the investment process, and the useful econometric and financial tools that help in its construction Includes efficient tools taken from up-to-date econometric and financial techniques

Private Real Estate Investment

Author : Roger J. Brown
ISBN : 9780080480367
Genre : Business & Economics
File Size : 26. 43 MB
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Fiduciary responsibilities and related court-imposed liabilities have forced investors to assess market conditions beyond gut level, resulting in the development of sophisticated decision-making tools. Roger Brown's use of historical real estate data enables him to develop tools for gauging the impact of circumstances on relative risk. His application of higher level statistical modeling to various aspects of real estate makes this book an essential partner in real estate research. Offering tools to enhance decision-making for consumers and researchers in market economies of any country interested in land use and real estate investment, his book will improve real estate market efficiency. With property the world's biggest asset class, timely data on housing prices just got easier to find and use. Excellent mixture of theory and application Data and database analysis techniques are the first of their kind

Financial Trading And Investing

Author : John L. Teall
ISBN : 9780128111178
Genre : Business & Economics
File Size : 75. 44 MB
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Financial Trading and Investing, Second Edition, delivers the most current information on trading and market microstructure for undergraduate and master’s students. Without demanding a background in econometrics, it explores alternative markets and highlights recent regulatory developments, implementations, institutions and debates. New explanations of controversial trading tactics (and blunders), such as high-frequency trading, dark liquidity pools, fat fingers, insider trading, and flash orders emphasize links between the history of financial regulation and events in financial markets. New sections on valuation and hedging techniques, particularly with respect to fixed income and derivatives markets, accompany updated regulatory information. In addition, new case studies and additional exercises are included on a website that has been revised, expanded and updated. Combining theory and application, the book provides the only up-to-date, practical beginner's introduction to today's investment tools and markets. Concentrates on trading, trading institutions, markets and the institutions that facilitate and regulate trading activities Introduces foundational topics relating to trading and securities markets, including auctions, market microstructure, the roles of information and inventories, behavioral finance, market efficiency, risk, arbitrage, trading technology, trading regulation and ECNs Covers market and technology advances and innovations, such as execution algo trading, Designated Market Makers (DMMs), Supplemental Liquidity Providers (SLPs), and the Super Display Book system (SDBK)

Science Of Inexact Mathematics Investment Performance Measurement Mortgages And Annuities Computing Algorithms Attribution Risk Valuation

Author : Yuri K. Shestopaloff
ISBN : 9780980966701
Genre : Business & Economics
File Size : 29. 74 MB
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This book presents a coherent and comprehensive study of mathematical methods for investment performance measurement, attribution analysis, mortgages, annuities, and investment risk measurement. For the first time, the book also studies computing algorithms used in these areas of financial mathematics, efficiency of their software implementation and systems' design. It further discusses other advanced topics such as the linking algorithms for rates of return. Overall, this unique work provides a clear conceptual vision of the entire discipline from mathematical and computational perspectives. The high level academic presentation is very well supported by lots of numerical examples, numerous tables and figures. The book includes extensive material for a wide range of related undergraduate and graduate courses in finance and computational mathematics. Many of these courses can be built entirely on the book's content. Academics, researchers and industry specialists, in particular investment analysts, software developers and financial system designers will find this book an invaluable and comprehensive source of knowledge, reference material, and new ideas.

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