Copyright © 2009 by Yuri K. Shestopaloff.

All rights reserved. Permission is granted to copy or reprint the book portions for educational or academic non-commercial use. The book’s content may not be posted online without the author’s permission.

 

ISBN 978-0-9809667-0-1

Published by AKVY PRESS AKVY PRESS", Toronto, Canada

Web site: www.akvypress.com

 

Library and Archives Canada Cataloguing in Publication

 

Shestopaloff, Yuri K., 1955-
        Science of inexact mathematics : investment performance
measurement : mortgages and annuities, computing algorithms, attribution, risk valuation / Yuri K. Shestopaloff.

 

Includes bibliographical references and index.
ISBN 978-0-9809667-0-1

 

        1. Investments--Mathematics.  2. Rate of return--Mathematical
models.  I. Title.

HG106.S54 2009                  332.601'51                 C2008-907891-8

 

Annotation

    

 This book presents a coherent and comprehensive study of mathematical methods for investment performance measurement, attribution analysis, mortgages, annuities, and investment risk measurement. It further discusses other advanced topics such as the linking algorithms for rates of return. For the first time, computational algorithms used in these areas of financial mathematics, and the efficiency of their software implementation receive thorough consideration. Overall, this unique work provides a clear conceptual vision of the entire discipline. The high level academic presentation is very well supported by lots of numerical examples, numerous tables and figures.

    The book includes extensive material for a wide range of related undergraduate and graduate courses in finance and computational mathematics. Many of these courses can be built entirely on the book’s content. Academics, researchers and industry specialists, in particular investment analysts and system designers, will find this book an invaluable and comprehensive source of knowledge, reference material, and new ideas.

 

Copyright © 2008-2015 AKVY PRESS
Last modified: 04/25/15