Article1994

Investment Mathematics and Statistics.

Gordon J. Alexander · Andrew T. Adams · Della Bloomfield · Philip Booth · Peter D. England

23 citations0/0 files storedThe Journal of Finance

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Financial Analysis and Corporate Governance Financial Markets and Investment Strategies Stochastic processes and financial applications

Abstract

Part 1 Investment mathematics: compound interest fixed-interest bonds equities and real estate real returns index-linked bonds foreign currency investments numerical approximation techniques. Part 2 Statistics: data collection and presentation descriptive statistics probability some particular probability distributions confidence intervals and hypothesis testing correlation and regression. Part 3 More advanced applications: portfolio theory market indices and performance measurement bond portfolio management bond switching curve fitting theoretical pricing of futures and forwards theoretical pricing of options the stochastic approach to the theory of interest.

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