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Yuri K. Shestopaloff (about the author)
SCIENCE
OF INEXACT MATHEMATICS
Investment Performance
Measurement.
Mortgages and Annuities.
Computing Algorithms.
Attribution. Risk Valuation,
2009, 592 p.
Library binding, 6 x 9
ISBN 978-1-9809667-0-1
LCCN 2009437877
This
book presents a coherent and comprehensive study of mathematical methods for
investment performance measurement, attribution analysis, mortgages, annuities,
and investment risk measurement. It further discusses other advanced topics such
as the linking algorithms for rates of return. For the first time, computational
algorithms used in these areas of financial mathematics, and the efficiency of
their software implementation receive thorough consideration. Overall, this
unique work provides a clear conceptual vision of the entire discipline. The
high level academic presentation is very well supported by lots of numerical
examples, numerous tables and figures.
The book includes extensive material for a wide range of related undergraduate
and graduate courses in finance and computational mathematics. Many of these
courses can be built entirely on the book’s content. Academics, researchers and
industry specialists, in particular investment analysts and system designers,
will find this book an invaluable and comprehensive source of knowledge,
reference material, and new ideas.
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