The Investment Portfolio User's Manual

by , ,

Write The First Customer Review

* Calculate correlations, covariances, means and standard deviations * Plot and graph the efficient frontier under various assumptions.regarding short sales and riskless lending and borrowing. * Perform duration analysis and estimate spot rates for bonds. * Do performance evaluation using single and multi-index andequilibrium models. * Calculate prices for futures and prices and implied volatility foroptions.

The Investment Portfolio User's Manual 2007, John Wiley & Sons, Hoboken, NJ

ISBN-13: 9780470146910

Unknown binding

Select
The Investment Portfolio User's Manual 1998, Wiley

ISBN-13: 9780471246107

Trade paperback

Select