Quantitative Financial Analytics

This book provides a comprehensive treatment of the important aspects of investment theory, security analysis, and portfolio selection, with a quantitative emphasis not to be found in most other investment texts.

The statistical analysis framework of markets and institutions in the book meets the need for advanced undergraduates and graduate students in quantitative disciplines, who wish to apply their craft to the world of investments. In addition, entrepreneurs will find the volume to be especially useful. It also contains a clearly detailed explanation of many recent developments in portfolio and capital market theory as well as a thorough procedural discussion of security analysis. Professionals preparing for the CPA, CFA, and or CFP examinations will also benefit from a close scrutiny of the many problems following each chapter.

The level of difficulty progresses through the textbook with more advanced treatment appearing in the latter sections of each chapter, and the last chapters of the volume.

Contents:

• The Challenge: Can You Attain Wealth in Today's Investment Environment?
• Financial Mathematics
• The Securities Markets and Macroeconomics
• Financial Statement Analysis
• Forecasting Techniques
• Analysis and Fixed Income Securities
• Analysis of Common Stocks
• Futures and Options
• Risk, Uncertainty, Utility and Portfolio Theory
• Capital Market Theory, Efficiency, and Imperfections

Readership: Academics, students, entrepreneurs and business operators interested in investment theory, security analysis, and portfolio theory and selection, as well as professionals preparing for the CPA, CFA, and or CFP examinations.
Key Features:

• This meets the need for advanced undergraduates and graduate students in the quantitative disciplines who wish to apply their craft to the world of investments
• There is no other book like this available today. Most investment texts are encyclopedic in nature and do not provide the quantitative emphasis this book provides
• This book is one of the few which offers a statistical analysis framework of the markets and institutions that its audience is lacking