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Investment Science, 2nd Edition by David G. Luenberger - Hardcover
$74.00
ConditionNew
FormatPhysical book
ISBN-139780199740086
Publisher: Oxford University Press
Condition: New
ISBN-13: 9780199740086
Author: David G. Luenberger
Format: Hardcover
The second edition of David G. Luenberger's Investment Science, published in hardcover by Oxford University Press.
The book presents investment theory as applied mathematics: deterministic cash flow streams and the term structure of interest rates, mean-variance portfolio theory and the capital asset pricing model, models of asset dynamics, options and derivative pricing including binomial and Black-Scholes approaches, and interest rate derivatives.
Used in financial engineering, quantitative finance and investment theory courses at the advanced undergraduate and graduate level.
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