Table of contents for Investment science / David G. Luenberger, Stanford University.


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PREFACE

1. Introduction

PART I. DETERMINISTIC CASH FLOWS
2. The Basic Theory of Interest
3. Fixed Income Securities
4. The Term Structure of Interest Rates
5. Applied Interest Rate Analysis

PART II. SINGLE-PERIOD RANDOM CASH FLOWS
6. Mean-Variance Portfolio Theory
7. The Capital Asset Pricing Model
8. Other Pricing Models
9. Data and Statistics
10. Risk Measures
11. General Principles

PART III. DERIVATIVE SECURITIES
12. Forwards, Futures, and Swaps
13. Models of Asset Dynamics
14. Basic Options Theory
15. Additional Options Topics
16. Interest Rate Derivatives
17. Credit Risk

PART IV. GENERAL CASH FLOW STREAMS
18. Optimal Portfolio Growth
19. General Investment Evaluation

APPENDIX A: Basic Probability Theory

APPENDIX B: Calculus and Optimization



Library of Congress subject headings for this publication:
Investments -- Mathematical models.
Investment analysis -- Mathematical models.
Cash flow -- Mathematical models.
Interest rates -- Mathematical models.
Derivative securities -- Mathematical models.