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Investment Mathematics by Andrew T. Adams
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Investment Mathematics provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals.
Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.
Wiley; July 2003
437 pages; ISBN 9780470859186
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Title: Investment Mathematics
Author: Andrew T. Adams; Philip M. Booth; David C. Bowie; Della S. Freeth
 
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