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Practical Quantitative Investment Management With Derivatives
Frances Cowell
€ 235.36
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Description for Practical Quantitative Investment Management With Derivatives
Hardcover. This text begins with a description of the investment management process, giving a context for quantitative techniques, then exploring them. The final section brings together issues such as currency management, performance measurement and appraisal, and performance analysis. Series: Finance and Capital Markets Series. Num Pages: 528 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 229 x 152 x 30. Weight in Grams: 948.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2002
Publisher
Palgrave Macmillan
Number of pages
528
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
502
Place of Publication
Basingstoke, United Kingdom
ISBN
9780333926215
SKU
V9780333926215
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Frances Cowell
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 ... Read more
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