The portable financial analyst what practitioners need to know Mark P. Kritzman.
By: Kritzman, Mark P
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Series: Wiley finance series.Hoboken, N.J. J. Wiley ©2003Edition: 2a. edición.Description: xii, 260 páginas ilustrado 24 cm.ISBN: 0471267600.Subject(s): Investment analysis | Portfolio management | Investments | Análisis de la inversión | Inversion | Gestión de carteraDDC classification: 332.6 Online resources: Contributor biographical information | Publisher description | Table of contents | Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Biblioteca Central | General | 332.6 / K92t (Browse shelf) | Ej.1 | Available | 8000022269 |
Incluye referencias bibliográficas (p. 241-251) e índice.
Foreword: Time and Magic: What This Book Is About -- Preface -- Chapter 1. The Noble Prize -- Chapter 2. Uncertainty -- Chapter 3. Utility -- Chapter 4. Lognormality -- Chapter 5. Return and Risk -- Chapter 6. Higher Moments -- Chapter 7. Duration and Convexity -- Chapter 8. The Term Structure of Interest Rates -- Chapter 9. Serial Dependence -- Chapter 10. Time Diversification -- Chapter 11. Regressions -- Chapter 12. Factor Methods -- Chapter 13. Estimating Volatility: Part I. Chapter 14. Estimating Volatility: -- Part II. Chapter 15. Hypothesis Testing -- Chapter 16. Future Value and Risk of Loss -- Chapter 17. Event Studies -- Chapter 18. Simulation -- Chapter 19. Value at Risk -- Chapter 20. Optimization -- Chapter 21. Risk Budgets -- Chapter 22. Hedging -- Chapter 23. Opton Valuation and Replication -- Chapter 24. Commodity Futures Conracts -- Chapter 25. Currencies -- Glossary -- Notes -- Index.
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