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Tables of Contents for The Math Behind Wall Street
Chapter/Section Title
Page #
Page Count
Introduction
xi
Amir D. Aczel
Acknowledgments
xix
Probability And Risk
1
16
Random Variables
2
2
Expected Value
4
5
Standard Deviation and Variance
9
1
Normal Distribution
10
7
Modern Portfolio Theory
17
22
Expected Return for a Portfolio
18
2
Covariance and Correlation
20
6
Variance and Standard Deviation for a Portfolio
26
1
Portfolio Selection
27
6
The Single Index Model
33
3
Systematic and Nonsytematic Risks
36
3
Beta And Capital Markets
39
12
Beta
39
4
Capital Asset Pricing Model
43
4
The Arbitrage Pricing Theory
47
4
Measuring Performance
51
24
Rate of Return for One Period
52
3
Weighted Average Rate of Return
55
1
Rate of Return for Multiple Periods
56
3
Arithmetic Mean
56
1
Geometric Mean
57
1
Arithmetic Versus Geometric Means
58
1
Internal Rate of Return
59
3
Time Weighted versus Dollar Weighted Returns
62
4
Performance Measures Adjusted for Risk
66
9
Sharpe's Measure
67
1
Treynor's Measure
68
1
Jensen's Measure
69
6
Math Behind Some Investment Planning
75
4
Dollar Cost Averaging
75
1
Miracle of Compounding
76
3
Indexes
79
10
Dow Jones Industrial Average
80
2
Standard & Poor's Composite 500
82
4
Consumer Price Index
86
3
Advanced Topics
89
10
Modeling Volatility---the ARCH/GARCH Models
90
6
Neural Networks
96
3
Selected Bibliography
99