Quantitative methods for financial analysis:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Homewood, Ill.
Dow Jones-Irwin
1990
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIII, 266 S. graph. Darst. |
| ISBN: | 1556232829 155623306X |
Internformat
MARC
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| 245 | 1 | 0 | |a Quantitative methods for financial analysis |c ed. by Stephen J. Brown ... |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Homewood, Ill. |b Dow Jones-Irwin |c 1990 | |
| 300 | |a XIII, 266 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Mathematik | |
| 650 | 4 | |a Investments |x Decision making |x Mathematics | |
| 650 | 4 | |a Investments |x Decision making |x Statistical models | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-002764579 | ||
Datensatz im Suchindex
| _version_ | 1804118628684005376 |
|---|---|
| adam_text | CONTENTS
1 Introduction to Quantitative Methods 1
Stephen J. Brown
Mathematics of Valuation, 1
Statistics and Data Analysis, /A
Uncertainty and Valuation,^!? )
Conclusion, 49 x~ y
Problems, 50
2 Quantitative Methods in Equity Analysis 51
H. Russell Fogler and Mark P. Kritzman
Equity Valuation, 51
Anomalies, 59
Factor Analysis, 62
Conclusion, 67
Problems, 68
(5) Quantitative Methods in Fixed Income Analysis 71
y Roger G. Ibbotson and Margaret B. Corwin
Valuation of Fixed Income Securities, 71
Determinants of Bond Yields, 80
xi
Xii / Contents
Data Analysis, 84
Factors that Affect Bond Markets, 94
Conclusion, 97
Problems, 98
4 Quantitative Methods in Real Estate Analysis 101
Susan Hudson Wilson, CFA
Property Valuation Issues, 101
Portfolio Analysis, 121
Conclusion, 122
Problems, 122
5 Quantitative Methods in Derivative Security Analysis 125
Christopher B. Barry and Andrew H. Chen
Basic Properties of Option Values, 126
Simple Options Strategies, 128
Arbitrage and Option Valuation, 136
Option Pricing Models, 139
Empirical Analysis of Options, 155
Option Pricing Theory Applied to Other Assets, 758
Financial Futures, 161
Conclusion, 164
Problems, 765
6 Quantitative Methods In Asset Allocation 167
Stephen J. Brown and Mark P. Kritzman, CFA
Expected Return and Risk, 767
Estimation Issues, 174
The Optimal Portfolio, 778
Dynamic Strategies, 785
Conclusion, 796
Problems, 796
7 ) Quantitative Methods hi Performance Measurement 199
y Mark P. Kritzman, CFA
Rate of Return, 200
Time Weighted and Dollar Weighted Rates of Return, 207
Risk Adjustment, 207
Benchmark Error, 209
Ambiguity between Skill and Chance, 270
Performance Attribution, 272
Normal Portfolio, 214
Nonparametric Performance Measurement, 215
Incentive Fees, 217
Gaming Performance Measurement, 220
Conclusion, 222
Problems, 222
Appendix: A Statistical Primer ***
245
Glossary
259
Index
•I
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| illustrated | Illustrated |
| indexdate | 2024-07-09T16:13:19Z |
| institution | BVB |
| isbn | 1556232829 155623306X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002764579 |
| oclc_num | 20218587 |
| open_access_boolean | |
| owner | DE-384 DE-188 |
| owner_facet | DE-384 DE-188 |
| physical | XIII, 266 S. graph. Darst. |
| publishDate | 1990 |
| publishDateSearch | 1990 |
| publishDateSort | 1990 |
| publisher | Dow Jones-Irwin |
| record_format | marc |
| spelling | Quantitative methods for financial analysis ed. by Stephen J. Brown ... 2. ed. Homewood, Ill. Dow Jones-Irwin 1990 XIII, 266 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Mathematik Investments Decision making Mathematics Investments Decision making Statistical models Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Quantitative Methode (DE-588)4232139-6 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 s Quantitative Methode (DE-588)4232139-6 s DE-604 Brown, Stephen J. Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002764579&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Quantitative methods for financial analysis Mathematik Investments Decision making Mathematics Investments Decision making Statistical models Finanzanalyse (DE-588)4133000-6 gnd Quantitative Methode (DE-588)4232139-6 gnd |
| subject_GND | (DE-588)4133000-6 (DE-588)4232139-6 |
| title | Quantitative methods for financial analysis |
| title_auth | Quantitative methods for financial analysis |
| title_exact_search | Quantitative methods for financial analysis |
| title_full | Quantitative methods for financial analysis ed. by Stephen J. Brown ... |
| title_fullStr | Quantitative methods for financial analysis ed. by Stephen J. Brown ... |
| title_full_unstemmed | Quantitative methods for financial analysis ed. by Stephen J. Brown ... |
| title_short | Quantitative methods for financial analysis |
| title_sort | quantitative methods for financial analysis |
| topic | Mathematik Investments Decision making Mathematics Investments Decision making Statistical models Finanzanalyse (DE-588)4133000-6 gnd Quantitative Methode (DE-588)4232139-6 gnd |
| topic_facet | Mathematik Investments Decision making Mathematics Investments Decision making Statistical models Finanzanalyse Quantitative Methode |
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