Principles and Applications of Investment

Author: Zhu Shunquan
Publisher:
Publish Date: 2006-03-01
Features: This book attempts to establish practical asset pricing models based on modern investment theory, serving as a reference for readers interested in investment research and teaching. It is a textbook designed for senior undergraduate and graduate students in finance management, financial engineering, finance, accounting, statistics, management science, applied mathematics, and quantitative economics, with appropriate consideration given to its depth and breadth. The starting point of this book is essentially based on a foundation in calculus, linear algebra, and probability statistics, while knowledge related to stochastic processes, partial differential equations, and numerical analysis will be introduced specifically when needed. The notable features of this book are: grounded in modern investment theory, centered around quantitative analysis methods and statistical optimization models, introducing various asset pricing principles, and utilizing real-world data to provide examples of their application and empirical analysis. Thus, it possesses a certain theoretical depth and high practical value.