Practical Quantitative Investment Management With Derivatives Book

	List of Tables and Examples
	Preface
	Acknowledgements
Pt. I	Introduction
1	Introduction	3
2	The Traditional Approach	25
3	Investment Management Theory	36
Pt. II	Portfolio Construction
4	Quantitative Asset Allocation Models	55
5	Portfolio Protection	94
6	Capital Guaranteed Portfolios	118
7	Passive Asset Allocation	128
8	Quantitative Models for Domenstic Equity Portfolios	143
9	Quantitative Models for International Equity Portfolios	173
10	Optimized Stock Selection Models	200
11	Indexation	225
12	Fixed Interest Portfolios	252
13	Property Portfolios	277
14	Market Neutral (Hedge) Portfolios and Other Alternative Investment Classes	288
15	Portfolio Transition and Transition Portfolios	310
16	Currency Management	322
Pt. III	Peripherals
17	Implementation of Equity Portfolios	339
18	Performance Measurement and Attribution	350
19	The Use of Software in Investment Management	366
20	Trends in Investment Management	380
21	Conclusions: Traditional versus Quantitative	393
Pt. IV	Appendices
App. 1	Pricing Interest Rate Securities	403
App. 2	Forward Contracts	407
App. 3	Futures Contracts	418
App. 4	Swaps	431
App. 5	Options	440
App. 6	Convertible and Converting Notes	457
	Glossary of Terms	467
	Bibliography	490
	Index	492