Practical Quantitative Investment Management with Derivatives
ISBN:
978-0-333-92621-5
Auflage:
2002
Verlag:
Palgrave Macmillan, Palgrave Macmillan UK
Land des Verlags:
Vereinigtes Königreich
Erscheinungsdatum:
28.11.2001
Reihe:
Finance and Capital Markets Series
Format:
Hardcover
Seitenanzahl:
502
Lieferung in 3-4 Werktagen
Versandkostenfrei ab 40 Euro in Österreich
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.
Schlagwörter
Biografische Anmerkung
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.
Anti-Money Laundering, Counter Financing Terrorism and Cybersecurity in the Banking Industry
Erscheinungsjahr:
2023
