Understanding Quant Finance - Investment Mathematics ebook (free download)


Investment Mathematics written by Andrew T. AdamsPhilip M. BoothDavid C. BowieDella S. Freeth provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals. Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book concludes with coverage of other applications, including modern portfolio theory, portfolio performance measurement and stochastic investment models.

The content of the book starts from basics and at each chapters there is a annexure which is very helpful while reading the book. Definitely a good read to people who want o specialize themselves as a Quant finance specialist. This book give ample amount of knowledge. The book is available Available from: Andrew Adams since Jan 15, 2015 on Research Gate website. you can download the book here:  

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ISBN: 978-0-471-99882-2

Table of Contents

Preface.
Acknowledgements.
PART I: SECURITY ANALYSIS.
Compound Interest.
Fixed-interest Bonds.
Equities and Real Estate.
Real Returns.
Index-linked Bonds.
Foreign Currency Investments.
Derivative Securties.
PART II: STATISTICS FOR INVESTMENT.
Describing Investment Data.
Modelling Investment Returns.
Estimating Parameters and Hypothesis Testing.
Measuring and Testing Comovements in Returns.
PART III: APPLICATIONS.
Modern Portfolio Theory and Asset Pricing.
Market Indices.
Portfolio Performance Measurement.
Bond Analysis.
Option Pricing Models.
Stochastic Investment Models.
Compound Interest Tables.
Student's t Distribution: Critical Points.
Areas in the Right-hand Tail of the Normal Distribution.
Index.