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FINANCE AND CAPITAL MARKETS SERIES

F. Cowell

Oprawa:
TWARDA

Wydawca:
Palgrave Macmillan UK

ISBN:
9780333926215

1 528,75 PLN
Wysyłamy w 28 dni

Opis produktu

The book is divided into three sections plus detailed appendices and glossary and accompanying CDROM. The first section provides a description of the investment management process providing a context for quantitative techniques. Section 2 addresses different quantitative techniques as applied to investment management. Each chapter explains the techniques the theoretical basis the use of derivatives and other technology implementation and management and the role of the custodian. Section 3 brings together issues such as currency management performance measurement and appraisal and performance analysis. The accompanying CDROM contains spreadsheets in EXCEL giving examples used in the body of the text. Each example is crossreferencedIntroduction The Traditional Approach CAPM: The Basis for Most Quantitative Techniques in Investment Management Quantitative Asset Allocation Models: Strategic and Tactical Portfolio Protection Capital Guaranteed Portfolios Passive Asset Allocation Quantitative Stock Selection Models for Domestic Portfolios Quantitative Stock Section Models for International Portfolios Optimised Stock Selection Indexation Bonds and Fixed Interest Market Neutral (Hedge) Portfolios Completion Portfolio Management Basket Trading Performance The Use of Software in Investment Management Trends in Investment Management Summary: Tradition vs Quantitative Appendices Futures Forwards Swaps Options ConvertiblFRANCES COWELL has been interested in applying quantitative techniques to portfolio management for many years. She now works in London for VestekQuantec a subsidiary of Thomson Financial. Before joining Quantec in 1998 she was part of the Quantitative Investments team at NatWest Investment Management in Sydney where she was responsible for domestic and international indexed equity portfolios and indexed bala

Wymiary: 948 gr 152 mm 229 mm

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