The Investment Portfolio User's Manual

Name: The Investment Portfolio User's Manual
Author: Inc. Intellipro, Christopher Blake, Edwin J. Elton, Martin J. Gruber, Georgio DeSantis, Joseph Finnerty, William N. Goetzmann, Ehud Ronn, Intellipro, Inc.
ISBN: 9780471246107

Author Inc. Intellipro, Christopher Blake, Edwin J. Elton, Martin J. Gruber, Georgio DeSantis, Joseph Finnerty, William N. Goetzmann, Ehud Ronn, Intellipro, Inc.

Publisher Wiley

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Book Details

Author(s) Inc. Intellipro, Christopher Blake, Edwin J. Elton, Martin J. Gruber, Georgio DeSantis, Joseph Finnerty, William N. Goetzmann, Ehud Ronn, Intellipro, Inc.

Publisher Wiley

ISBN / ASIN 0471246107

ISBN-13 9780471246107

Marketplace France 🇫🇷

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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.