Quantitative Analysis for Investment Management.
本书系统介绍投资管理中定量分析方法，涵盖固定收益证券、股票、期权等资产定价及投资组合构建与绩效评估，适合金融从业者与研究生参考。
(NOTE: Each chapter concludes with a Summary, Suggestions for Further Reading, Problems and Questions, and Appendices.) I. ANALYSIS OF INDIVIDUAL SECURITIES. 1. Fixed Income Security Prices and Yields. 2. Option-Free Bonds: Measuring and Managing Interest Rate Risk. 3. The Term Structure of Interest Rates. 4. Equities: The Discounted Cash Flow Approach. 5. Principles of Option Pricing. 6. Fixed Income Securities with Call and Prepayment Options. 7. Other Options Embedded in Bonds and Equity. 8. Forward and Futures Contracts. II. ANALYSIS OF PORTFOLIOS OF SECURITIES. 9. Investor Preferences and Attitudes Toward Risk. 10. Fundamentals of Portfolio Analysis: The Generic Portfolio Problems. 11. Capital Market Equilibrium and the Pricing of Securities. 12. Active Portfolio Strategies. 13. Performance Evaluation and the Organization of Portfolio Management. Index.