MARC record from Internet Archive

LEADER: 01992cam a2200373 i 4500
001 2012047878
003 DLC
005 20140203113209.0
008 121214t20142014nyua 000 0 eng
010 $a 2012047878
020 $a9780199740086
020 $a0199740089
040 $aDLC$beng$cDLC$erda$dDLC
042 $apcc
050 00 $aHG4515.2$b.L84 2014
082 00 $a332.6$223
100 1 $aLuenberger, David G.,$d1937-
245 10 $aInvestment science /$cDavid G. Luenberger, Stanford University.
250 $aSecond Edition.
264 1 $aNew York :$bOxford University Press,$c[2014]
264 4 $c©2014
300 $axxiii, 604 pages :$billustrations ;$c24 cm
336 $atext$2rdacontent
337 $aunmediated$2rdamedia
338 $avolume$2rdacarrier
505 0 $aPreface -- 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.
650 0 $aInvestments$xMathematical models.
650 0 $aInvestment analysis$xMathematical models.
650 0 $aCash flow$xMathematical models.
650 0 $aInterest rates$xMathematical models.
650 0 $aDerivative securities$xMathematical models.
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/enhancements/fy1402/2012047878-b.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy1402/2012047878-d.html
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/enhancements/fy1402/2012047878-t.html