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Q&A | February 27, 2014

Rene Denfeld: IMG Powell’s Q&A: Rene Denfeld



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Investment Mathematics (Wiley Investment Classics)

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Investment Mathematics (Wiley Investment Classics) Cover

 

Synopses & Reviews

Publisher Comments:

This work provides a thorough grounding in investment mathematics together with applications in the investment area. The book is designed for students of finance and investment, and will prove an essential source of reference for practitioners within the securities and investment industry worldwide.

Investment Mathematics is divided into three parts. Part I looks at the fundamental analysis of investments from a mathematical viewpoint, relying heavily on compound interest techniques which are developed in the first chapter. The material is presented in such a way that those without formal training in mathematics will be able to follow the text without difficulty.

Part II provides the necessary statistical background for investment specialists. Like Part I, the approach assumes little formal mathematical training. Finally, the book deals with a number of specialist topics which are applications of the material covered earlier, including modern portfolio theory and asset pricing, market indices, portfolio performance measurement, stochastic investment models and the theoretical pricing of options.

Investment Mathematics is an accessible text which will provide readers with a sound analytical framework within which the valuation of investments and investment in a wider context may be studied.

Synopsis:

Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.

Synopsis:

Investment Mathematics, Second Edition provides readers with a clear introductory analysis of investments from a quantitative viewpoint. Drawing together many of the tools and techniques required by investment professionals, this comprehensive Second Edition offers readers a complete overview of a number of securities, including fixed interest bonds, equities, foreign currency, and derivatives. Other relevant topics such as modern portfolio theory, portfolio performance measurement, and stochastic investment models are discussed to give the reader a well-rounded understanding of investment applications.

Synopsis:

Investment Mathematics provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals.

Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.

About the Author

ANDREW ADAMS is Senior Lecturer in Finance and Director of the Centre for Financial Markets Research at the University of Edinburgh. He has studied financial markets for over thirty years, as a practitioner in the City of London and as an academic. His research interests focus mainly on investment trust pricing and risk.

PHILIP BOOTH is Professor of Insurance and Risk Management at the Sir John Cass Business School, City of London and Editorial and Programme Director at the Institute of Economic Affairs. He is a former special adviser at the Bank of England and previously held the Chair in Real Estate Finance and Investment at the Sir John Cass Business School. He has a long experience of teaching and researching in the fields of investment and social insurance and is author or co-author of a number of books and papers in these fields. Philip Booth is a Fellow of the Institute of Actuaries and of the Royal Statistical Society.

DAVID BOWIE is a Partner and head of quantitative analysis in the Investment Practice of Hymans Robertson Consultants & Actuaries. His focus is on the development and application of asset/liability modelling and the use of capital market theory in providing investment advice to pension funds and other institutional investors.

DELLA FREETH is Reader in Education for Health Care Practice at St Bartholomew School of Nursing and Midwifery, City University, where she conducts quantitative and qualitative research.

Table of Contents

Preface.

Acknowledgements.

PART I: SECURITY ANALYSIS.

Compound Interest.

Fixed-interest Bonds.

Equities and Real Estate.

Real Returns.

Index-linked Bonds.

Foreign Currency Investments.

Derivative Securties.

PART II: STATISTICS FOR INVESTMENT.

Describing Investment Data.

Modelling Investment Returns.

Estimating Parameters and Hypothesis Testing.

Measuring and Testing Comovements in Returns.

PART III: APPLICATIONS.

Modern Portfolio Theory and Asset Pricing.

Market Indices.

Portfolio Performance Measurement.

Bond Analysis.

Option Pricing Models.

Stochastic Investment Models.

Compound Interest Tables.

Student's t Distribution: Critical Points.

Areas in the Right-hand Tail of the Normal Distribution.

Index.

Product Details

ISBN:
9780471998822
Author:
Adams, Andrew
Author:
Bowie, David
Author:
Adams, Andrew T.
Author:
Adams, Andrew A.
Author:
Freeth, Della
Author:
Freeth, Della S.
Author:
Bowie, David C.
Author:
Booth, Philip M.
Author:
England, Peter
Publisher:
Wiley
Location:
Hoboken, NJ
Subject:
General
Subject:
Mathematics
Subject:
Investments
Subject:
Finance
Subject:
Investments & Securities
Subject:
Business mathematics
Subject:
Accounting - Financial
Subject:
Investments & Securities - General
Subject:
Investments -- Mathematics.
Subject:
General Finance & Investments
Subject:
Business-Accounting and Finance
Copyright:
Edition Number:
2
Edition Description:
Paperback
Series:
The Wiley Finance Series
Series Volume:
100
Publication Date:
20030627
Binding:
Electronic book text in proprietary or open standard format
Grade Level:
Professional and scholarly
Language:
English
Illustrations:
Yes
Pages:
436
Dimensions:
243 x 170 x 25 mm 27 oz

Related Subjects

Business » Accounting and Finance
Business » General
Business » Investing
Health and Self-Help » Psychology » General
Science and Mathematics » Biology » General
Science and Mathematics » Chemistry » Analytical

Investment Mathematics (Wiley Investment Classics) New Trade Paper
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Product details 436 pages John Wiley & Sons - English 9780471998822 Reviews:
"Synopsis" by , Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.
"Synopsis" by , Investment Mathematics, Second Edition provides readers with a clear introductory analysis of investments from a quantitative viewpoint. Drawing together many of the tools and techniques required by investment professionals, this comprehensive Second Edition offers readers a complete overview of a number of securities, including fixed interest bonds, equities, foreign currency, and derivatives. Other relevant topics such as modern portfolio theory, portfolio performance measurement, and stochastic investment models are discussed to give the reader a well-rounded understanding of investment applications.
"Synopsis" by , Investment Mathematics provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals.

Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.

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