INVESTMENT PORTFOLIO USERS MANUAL AND SOFTWARE, THE
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INVESTMENT PORTFOLIO USERS MANUAL AND SOFTWARE, THE

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 and equilibrium models. Calculate prices for futures and prices and implied volatility for options.
Editora: JOHN WILEY
ISBN: 0471246107
ISBN13: 9780471246107
Edição: 1ª Edição - 1998
Número de Páginas: 216
Acabamento: PAPERBACK