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Investment Science

Investment Science
作者:David G. Luenberger
出版社:Oxford University Press
出版年:1997-07
ISBN:9780195108095
行业:其它
浏览数:230

内容简介

Designed for those individuals interested in the current state of development in the field of investment science, this book emphasizes the fundamental principles and how they can be mastered and transformed into solutions of important and interesting investment problems. The book examines what the essential ideas are behind investment science, how they are represented, and how they can be used in actual investment practice. The book also examines where the field might be headed in the future, and goes much further in terms of mathematical content, featuring varying levels of mathematical sophistication throughout. End-of-chapter exercises are also included to help individuals get a better grasp on investment science.

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读书文摘

年金公式( Annuity formulas)考虑一项从现在开始支付第一笔金额的年金,每期支付金额A,共有n期。现值P,単期年金额A,単期利率r,年金期数n通过下式联系起来

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