Practical Quantitative Investment Management with Derivatives

The first section provides a description of the investment management process providing a context for quantitative techniques. Section 2 addresses different quantitative techniques as applied to investment management. Section 3 brings together issues such as currency management, performance measurement and appraisal and performance analysis. This volume is divided into three sections plus detailed appendices and glossary and accompanying CD ROM. The first section provides a description of the investment management process providing a context for quantitative techniques. Section 2 addresses different quantitative techniques as applied to investment management. Each chapter will explain the techniques, the theoretical basis, the use of derivatives and other technology, implementation and management and the role of the custodian. Section 3 brings together issues such as currency management, performance measurement and appraisal and performance analysis. The accompanying CD ROM contains spreadsheets in EXCEL giving examples used in the body of the text. Each example will be cross referenced for easy access.