Paperback
This second edition of this volume 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.

$99.20

  • Paperback

    448 pages

  • Release Date

    24 January 2003

Check Delivery Options

Summary

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.

Book Details

ISBN-13:9780471998822
ISBN-10:0471998826
Author:Philip M. Booth, David C. Bowie, Della S. Freeth, Andrew T. Adams
Publisher:John Wiley & Sons Inc
Imprint:John Wiley & Sons Inc
Format:Paperback
Number of Pages:448
Edition:2nd
Release Date:24 January 2003
Weight:765g
Dimensions:27mm x 172mm x 244mm
Series:The Wiley Finance Series
A-Format
B-Format
C-Format
Investment Mathematics, 2nd Edition by Philip M. Booth - ISBN: 9780471998822
172 × 244 mm
A4
mm / in
About The Author

Philip M. Booth

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.

Returns

This item is eligible for free returns within 30 days of delivery. See our returns policy for further details.