Business & Economics Books:

Practical Quantitative Investment Management with Derivatives

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$579.00
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Description

The book is divided into three sections plus detailed appendices and glossary and accompanying CD-ROM. 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. Each chapter explains the techniques, the theoretical basis, the use of derivatives and other technology, implementation and management and the role of the custodian. Section 3 brings together issues such as currency management, performance measurement and appraisal and performance analysis. The accompanying CD-ROM contains spreadsheets in EXCEL giving examples used in the body of the text. Each example is cross-referenced for easy access.

Author Biography:

FRANCES COWELL has been interested in applying quantitative techniques to portfolio management for many years. She now works in London for Vestek-Quantec, a subsidiary of Thomson Financial. Before joining Quantec in 1998, she was part of the Quantitative Investments team at NatWest Investment Management in Sydney, where she was responsible for domestic and international indexed equity portfolios and indexed balanced portfolios.
Release date NZ
January 1st, 2002
Author
Audience
  • Professional & Vocational
Edition
1st ed. 2002
Illustrations
XXVI, 502 p.
Pages
502
ISBN-13
9781349425280
Product ID
25602487

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