The portable financial analyst: what practitioners need to know
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, N.J.
Wiley
2003
|
| Edition: | 2. ed. |
| Series: | Wiley finance series
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | xii, 260 p. |
| ISBN: | 0471267600 |
Staff View
MARC
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Record in the Search Index
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| adam_text | Contents
Foreword
lime and Magic: What This Book Is About vii
Preface xi
chapter 1 The Nobel Prize 1
chapter 2 Uncertainty 7
CHAPTHt 3 Utility 17
CHAPTHi 4 Lognormality 27
chapter 5 Return and Risk 38
chapter 6 Higher Moments 41
chapter 7 Duration and Convexity 48
chapter 8 The Term Structure of Interest Rates 57
chapter 8 Serial Dependence 66
chapter 18 lime Diversification 75
chapter 11 Regressions 85
CHAPTER 12 Factor Methods 84
Wj CONTENTS
CHAPTER 13 Estimating Volatility: Part I 102
chapter 14 Estimating Volatility: Part II 110
CHAPTER 15 Hypothesis Testing 114
chapter 16 Future Value and the Risk of Loss 123
CHAPTER 17 Event Studies 132
chapter 18 Simulation 130
chapter 19 Value at Risk 140
CHAPTER 20 Optimization 150
CHAPTER 21 Risk Budgets 173
chapter 22 Hedging 102
CHAPTER 23 Option Valuation and Replication 102
chapter 24 Commodity Futures Contracts 201
chapter 25 Currencies 210
Glossary 221
Notes 241
Index 253
|
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T20:07:31Z |
| institution | BVB |
| isbn | 0471267600 |
| language | English |
| lccn | 2003057656 |
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| physical | xii, 260 p. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Kritzman, Mark P. Verfasser aut The portable financial analyst what practitioners need to know Mark P. Kritzman 2. ed. Hoboken, N.J. Wiley 2003 xii, 260 p. txt rdacontent n rdamedia nc rdacarrier Wiley finance series aInvestment analysis aPortfolio management aInvestments Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 s Portfoliomanagement (DE-588)4115601-8 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013173303&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kritzman, Mark P. The portable financial analyst what practitioners need to know aInvestment analysis aPortfolio management aInvestments Finanzanalyse (DE-588)4133000-6 gnd Portfoliomanagement (DE-588)4115601-8 gnd |
| subject_GND | (DE-588)4133000-6 (DE-588)4115601-8 |
| title | The portable financial analyst what practitioners need to know |
| title_auth | The portable financial analyst what practitioners need to know |
| title_exact_search | The portable financial analyst what practitioners need to know |
| title_full | The portable financial analyst what practitioners need to know Mark P. Kritzman |
| title_fullStr | The portable financial analyst what practitioners need to know Mark P. Kritzman |
| title_full_unstemmed | The portable financial analyst what practitioners need to know Mark P. Kritzman |
| title_short | The portable financial analyst |
| title_sort | the portable financial analyst what practitioners need to know |
| title_sub | what practitioners need to know |
| topic | aInvestment analysis aPortfolio management aInvestments Finanzanalyse (DE-588)4133000-6 gnd Portfoliomanagement (DE-588)4115601-8 gnd |
| topic_facet | aInvestment analysis aPortfolio management aInvestments Finanzanalyse Portfoliomanagement |
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