Practical quantitative investment management with derivatives
Auteur :
Cowell, F.
Éditeur :
Palgrave Macmillan
ISBN :
9781349425280
Date de publication :
1 janv. 2002
Dimensions :
22,9 x 15,2 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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. Section 3 brings together issues such as currency management, performance measurement and appraisal and performance analysis.