Investment Science is designed for the core theoretical finance course in quantitative investment and for those individuals interested in the current state of development in the field -- what the essential ideas are, how they are represented, how they are represented, how they can be used in actual investment practice, and where the field might be headed in the future. The coverage is similar to more intuitive texts but goes much farther in terms of mathematical content, featuring varying levels of mathematical ...
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Investment Science is designed for the core theoretical finance course in quantitative investment and for those individuals interested in the current state of development in the field -- what the essential ideas are, how they are represented, how they are represented, how they can be used in actual investment practice, and where the field might be headed in the future. The coverage is similar to more intuitive texts but goes much farther in terms of mathematical content, featuring varying levels of mathematical sophistication throughout. The emphasis of the text is on the fundamental principles and how they can be mastered and transformed into solutions of important and interesting investment problems. End-of the chapter exercises are also included, and unlike most books in the field, Investment Science does not concentrate on institutional detail, but instead focuses on methodology.
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