Save 40% on all new releases and 2019 topsellers! Shop the selection >>

Finance and Capital Markets Series

Practical Quantitative Investment Management with Derivatives

Authors: Cowell, F.

Free Preview

Buy this book

eBook $89.00
price for USA (gross)
  • ISBN 978-0-230-50187-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $279.99
price for USA
  • ISBN 978-0-333-92621-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $119.99
price for USA
  • ISBN 978-1-349-42528-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

The book is divided into three sections plus detailed appendices and glossary and accompanying CD-ROM. The first section provides a description of the investment management process providing a context for quantitative techniques. Section 2 addresses different quantitative techniques as applied to investment management. Each chapter explains the techniques, the theoretical basis, the use of derivatives and other technology, implementation and management and the role of the custodian. Section 3 brings together issues such as currency management, performance measurement and appraisal and performance analysis. The accompanying CD-ROM contains spreadsheets in EXCEL giving examples used in the body of the text. Each example is cross-referenced for easy access.

About the authors

FRANCES COWELL has been interested in applying quantitative techniques to portfolio management for many years. She now works in London for Vestek-Quantec, a subsidiary of Thomson Financial. Before joining Quantec in 1998, she was part of the Quantitative Investments team at NatWest Investment Management in Sydney, where she was responsible for domestic and international indexed equity portfolios and indexed balanced portfolios.

Table of contents (27 chapters)

Table of contents (27 chapters)

Buy this book

eBook $89.00
price for USA (gross)
  • ISBN 978-0-230-50187-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $279.99
price for USA
  • ISBN 978-0-333-92621-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $119.99
price for USA
  • ISBN 978-1-349-42528-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

Services for this book

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Practical Quantitative Investment Management with Derivatives
Authors
Series Title
Finance and Capital Markets Series
Copyright
2002
Publisher
Palgrave Macmillan UK
Copyright Holder
Palgrave Macmillan, a division of Macmillan Publishers Limited
eBook ISBN
978-0-230-50187-4
DOI
10.1057/9780230501874
Hardcover ISBN
978-0-333-92621-5
Softcover ISBN
978-1-349-42528-0
Edition Number
1
Number of Pages
XXVI, 502
Topics