The Investment Portfolio User's Manual |
|
| Author:
| Blake, Christopher
Elton, Edwin J.
Gruber, Martin J.
DeSantis, Georgio
Finnerty, Joseph
Goetzmann, William N.
Ronn, Ehud I.
Intellipro, Inc. Staff, |
| ISBN: | 978-0-471-24610-7 |
| Publication Date: | Feb 1998 |
| Publisher: | John Wiley & Sons, Incorporated
|
| Book Format: | Paperback |
| List Price: | AUD $107.95 |
Book Description:
|
* Calculate correlations, covariances, means and standard deviations
* Plot and graph the efficient frontier under various assumptions.regarding short sales and riskless lending and borrowing.
* Perform duration analysis and estimate spot rates for bonds.
* Do performance evaluation using single and multi-index andequilibrium models.
* Calculate prices for futures and prices and implied volatility foroptions.
* Calculate correlations, covariances, means and standard deviations
* Plot and graph the efficient frontier under various assumptions.regarding short sales and riskless lending and borrowing.
* Perform duration analysis and estimate spot rates for bonds.
* Do performance evaluation using single and multi-index andequilibrium models.
* Calculate prices for futures and prices and implied volatility foroptions.