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Practical Quantitative Investment Management with Derivatives

Practical Quantitative Investment Management with Derivatives by Frances Cowell
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As individual savings and investment take over from reliance on publicly funded pensions, interest is growing in how that investment is managed. Practical Quantitative Investment Management with Derivatives is a comprehensive guide to the workings of quantitative investment management. It is written to assist in understanding the nature of specific quantitative techniques and investment instruments, the context in which they are used, the underlying theory and the practical ramifications for return and risks of the portfolios of which they form part.

The book is written in everyday language, with all theory explained in words as well as formulae, and accompanied by worked examples. Each part of the investment management process is examined in detail, beginning with the fund structure and investment objectives and strategy; proceeding through asset allocation to management of individual asset classes. Attention is given at each stage to theoretical underpinnings, issues for implementation and day-to-day management, and the relationship between the three.
Palgrave Macmillan; November 2001
529 pages; ISBN 9780230501874
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Title: Practical Quantitative Investment Management with Derivatives
Author: Frances Cowell
 
ISBNs
0230501877
9780230501874
9780333926215