
- English
- PDF
- Available on iOS & Android
Practical Quantitative Investment Management with Derivatives
About this book
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.
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Information
Table of contents
- Cover
- Practical Quantitative Investment Management with Derivatives
- Contents
- List of Tables and Examples
- Preface
- Acknowledgements
- Part I Introduction
- Part II Portfolio Construction
- Part III Peripherals
- Part VI Appendices
- Glossary of Terms
- Bibliography
- Index