The Investment Portfolio User's Manual

The Investment Portfolio User's Manual image
ISBN-10:

0471246107

ISBN-13:

9780471246107

Edition: 1
Released: Mar 13, 1998
Publisher: wiley
Format: Paperback, 216 pages
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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.

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