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Wiley The Investment Portfolio User′s Manual

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Description

aeo Calculate correlations, covariances, means and standard deviations aeo Plot and graph the efficient frontier under various assumptions.regarding short sales and riskless lending and borrowing. aeo Perform duration analysis and estimate spot rates for bonds. aeo Do performance evaluation using single and multi--index andequilibrium models. aeo Calculate prices for futures and prices and implied volatility foroptions.

Product Specifications

Brand
Wiley
Format
paperback
Domain
Amazon UK
Release Date
08 April 1998
Listed Since
09 February 2007

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