Practical Quantitative Investment Management with Derivatives

F. Cowell

Palgrave Macmillan, 2002

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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.

ISBN-13
9781349425280
ISBN-10
1349425281
Publisher
Palgrave Macmillan
Year
2002
Publication date
2002-01-01
Pages
502
Dimensions
229x152x