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Science of inexact mathematics. Investment performance measurement. Mortgages and annuities. Computing algorithms. Attribution. Risk valuation

Written on January 5, 2010

Product Description
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. Overa… More >>

Science of inexact mathematics. Investment performance measurement. Mortgages and annuities. Computing algorithms. Attribution. Risk valuation

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