Investment theory and risk management + website /

• Κύριος συγγραφέας: Peterson, Steven P.
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, N.J. : Wiley, 2012.
• Σειρά: Wiley finance series.
• Θέματα: Investment analysis.; Portfolio management.; Risk management.; BUSINESS & ECONOMICS > Investments & Securities.; Electronic books.

"A unique perspective on applied investment theory and risk management from the Senior Risk Officer of a major pension fundInvestment Theory and Risk Management is a practical guide to today's investment environment. The book's sophisticated quantitative methods are examined by an aut...

Πίνακας περιεχομένων:

• Cover; Series Page; Title Page; Copyright; Dedication; Preface; Acknowledgments; Chapter 1: Discount Rates and Returns; Estimating Returns; Geometric and Arithmetic Averages; Caveats to Return Extrapolation; Discounting Present Values of Cash Flow Streams; Internal Rate of Return and Yield to Maturity; Real and Nominal Returns; Summary; Chapter 2: Fixed Income Securities; Coupon-Bearing Bonds; Infinite Cash Flow Streams (Perpetuities); General Pricing Formulas for Finite Cash Flow Streams; Interest Rate Risk; Analysis of Duration; Interest Rate Risk Dynamics; Immunization and Duration.