Financial Derivatives and Investment Management Measurement Models

Author: Caoer
Publisher:
Publish Date: 2004-04-01
Features: The purpose of this book is not to provide readers with advice on investment, products, or even investment strategies, but rather to equip them with sufficient understanding in these areas. To this end, the book begins by exploring the investment management process, starting from the structure of funds, the definition of investment strategies, the investment choices of fund managers, and the evaluation of investment effectiveness. Next, it delves into the fundamental principles of traditional investment methods and quantitative investment methods.
Chapter 2 explains the specific steps of the investment process one by one: first, asset allocation, followed by the investment construction of each asset. In each step, the foundational theories and operational processes are explained within the context. Then, it discusses some specific issues, including the advantages and disadvantages of each method and their applications. Finally, it explains the implementation process of investment, operations, valuation, yield evaluation, and common issues in the investment management process, as well as those related to the overall business.
Finally, it explores how traditional methods and quantitative investment management methods can adapt to each other.