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Table of contents (14 chapters)
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Front Matter
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Statistical Approach to Option Pricing and Bond Pricing
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Back Matter
Keywords
About this book
(1) `Quants' (quantitatively-inclined analysts) in financial industries;
(2) financial engineers in investment banks, securities companies, derivative-trading companies, software houses, etc., who are developing portfolio trading systems;
(3) graduate students and specialists in the areas of finance, business, economics, statistics, financial engineering; and
(4) investors who are interested in Japanese financial markets.
Throughout the book the emphasis is placed on the originality and usefulness of models and methods for the construction of portfolios and investment decision making, and examples are provided to demonstrate, with practical analysis, models for Japanese financial markets.
Reviews
Interfaces, 26:2 (1996)
Authors and Affiliations
Bibliographic Information
Book Title: Quantitative Methods for Portfolio Analysis
Book Subtitle: MTV Model Approach
Authors: Takeaki Kariya
Series Title: Theory and Decision Library B
DOI: https://doi.org/10.1007/978-94-011-1721-0
Publisher: Springer Dordrecht
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eBook Packages: Springer Book Archive
Copyright Information: Kluwer Academic Publishers 1993
Hardcover ISBN: 978-0-7923-2254-2Published: 31 May 1993
Softcover ISBN: 978-94-010-4754-8Published: 23 October 2012
eBook ISBN: 978-94-011-1721-0Published: 06 December 2012
Edition Number: 1
Number of Pages: X, 310
Topics: Finance, general, Econometrics, Statistics for Business, Management, Economics, Finance, Insurance