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

Science of Inexact Mathematics. Investment Performance Measurement. Mortgages and Annuities. Computing Algorithms. Attribution. Risk Valuation This book presents a coherent and comprehensive study of mathematical methods for investment performance measurement, attribution analysis, mortgages, annuities, and investment risk measurement. For the first time, the book also studies computing algorithms used in these areas of financial mathematics, efficiency of their software implementation and systems' design. It further discusses other advanced topics such as the linking algorithms for rates of return. Overall, this unique work provides a clear conceptual vision of the entire discipline from mathematical and computational perspectives. The high level academic presentation is very well supported by lot...