The Investment Portfolio User's Manual

by Edwin J. Elton, Christopher Blake, Intellipro inc

* 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.

• Format: Paperback
• Language: English
• ISBN: 0471246107
• ISBN13: 9780471246107
• Release Date: March 1998
• Publisher: Wiley
• Length: 216 Pages
• Weight: 1.06 lbs.
• Dimensions: 0.5" x 7.9" x 10.0"