Science of Inexact Mathematics


Yuri K. Shestopaloff (about the author)



Investment Performance Measurement.

Mortgages and Annuities. Computing Algorithms.

Attribution. Risk Valuation, 2009, 592 p.

Library binding, 6 x 9


ISBN 978-1-9809667-0-1   LCCN 2009437877


This book presents a coherent and comprehensive study of mathematical methods for investment performance measurement, attribution analysis, mortgages, annuities, and investment risk measurement. It further discusses other advanced topics such as the linking algorithms for rates of return. For the first time, computational algorithms used in these areas of financial mathematics, and the efficiency of their software implementation receive thorough consideration. Overall, this unique work provides a clear conceptual vision of the entire discipline. The high level academic presentation is very well supported by lots of numerical examples, numerous tables and figures. The book includes extensive material for a wide range of related undergraduate and graduate courses in finance and computational mathematics. Many of these courses can be built entirely on the book’s content. Academics, researchers and industry specialists, in particular investment analysts and system designers, will find this book an invaluable and comprehensive source of knowledge, reference material, and new ideas.


News Release  Catalog Record

Table of Contents

Preface Reviews
About the author

Sample Chapter

Color 3-D diagrams of rates of return


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Note that only the publisher and its official distributors sell offset printed book, which is of a very good quality.

The rest of sellers offer POD printed book. We recommend to buy directly from the publisher.

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        CAD  94.95 for Canadians

          USD   89.95 for US customers 

          EUR   75.95 for European customers

          GBP   69.95 for UK customers

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Last modified: 01/10/21