The Mathematics of Financial Modelingand Investment Management
Index Page 758 Wednesday, February 4, 2004 1:13 PM 758 Index Assets (Cont.) cash distribution, 69 classes, 3–4. See also Tradi - ...
Index Page 759 Wednesday, February 4, 2004 1:13 PM Index 759 Bond equivalent yield (BEY), 597, 608 Bond valuation. See Cash flow ...
Index Page 760 Wednesday, February 4, 2004 1:13 PM 760 Index Cauchy initial value problem, 260, 263 Causal autoregressive repres ...
Index Page 761 Wednesday, February 4, 2004 1:13 PM Index 761 Continuous-time processes, 284 Continuous-time white noise, 268 Con ...
Index Page 762 Wednesday, February 4, 2004 1:13 PM 762 Index Densities Fourier transform, 192–193 process, 465. See also Equiva- ...
Index Page 763 Wednesday, February 4, 2004 1:13 PM Index 763 Efficiency. See Semistrong effi- ciency; Strong-form effi- ciency; ...
Index Page 764 Wednesday, February 4, 2004 1:13 PM 764 Index Fabozzi (Cont.) (ed.), 494, 497, 500, 503–508, 532, 551, 552, 557, ...
Index Page 765 Wednesday, February 4, 2004 1:13 PM Index 765 Functions (Cont.) domain, 100 indefinite integral, 132 primitive in ...
Index Page 766 Wednesday, February 4, 2004 1:13 PM 766 Index Independent and identically dis - tributed (Cont.) processes, extre ...
Index Page 767 Wednesday, February 4, 2004 1:13 PM Index 767 Investment management pro- cess, 2–10 assets, selection, 7–9 invest ...
Index Page 768 Wednesday, February 4, 2004 1:13 PM 768 Index Limit random variable, conver- gence, 189–190 Limits, 102–103 Linds ...
Index Page 769 Wednesday, February 4, 2004 1:13 PM Index 769 Matrices (Cont.) operations, 153, 156–160 polynomial, 301 product, ...
Index Page 770 Wednesday, February 4, 2004 1:13 PM 770 Index National Association of Insurance Commissioners (NAIC) scenarios, 6 ...
Index Page 771 Wednesday, February 4, 2004 1:13 PM Index 771 Optimization (Cont.) performing, 500 problem. See Constrained opti ...
Index Page 772 Wednesday, February 4, 2004 1:13 PM 772 Index Portfolios (Cont.) selection, 500–503 global probabilistic frame- w ...
Index Page 773 Wednesday, February 4, 2004 1:13 PM Index 773 Ranks, 151–153 Rank-size order property, 357 Rate duration, partial ...
Index Page 774 Wednesday, February 4, 2004 1:13 PM 774 Index Risk-free borrowing, 447 Risk-free coupon bond, 713 Risk-free disco ...
Index Page 775 Wednesday, February 4, 2004 1:13 PM Index 775 Smith, Adam, 77, 83 Smith, Adrian F.M., 316 Smith, R.L., 375 Sochac ...
Index Page 776 Wednesday, February 4, 2004 1:13 PM 776 Index Strategic bond/equity mix, 498 Strategic return/risk decisions, 508 ...
Index Page 777 Wednesday, February 4, 2004 1:13 PM Index 777 Tracking errors (Cont.) bond portfolio strategies, relationship, 65 ...
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