Book cover of Investment Science

Book description

Investment Science, Second Edition, provides thorough and highly accessible mathematical coverage of the fundamental topics of intermediate investments, including fixed-income securities, capital asset pricing theory, derivatives, and innovations in optimal portfolio growth and valuation of multi-period risky investments. Eminent scholar and teacher David G. Luenberger, known for his ability to…

When you buy books, we may earn a commission that helps keep our lights on (or join the rebellion as a member).

Why read it?

1 author picked Investment Science as one of their favorite books. Why do they recommend it?

This book is an outgrowth of a course at Stanford University on applying quantitative methods to improve financial decision making. 

Professor Luenberger has a superior talent at writing clear and logical textbooks on optimization topics. He shows the benefits of employing nonlinear programs for several applications, including pricing complex options, and achieving rebalancing gains over time. In his telling, volatility provides an opportunity to improve performance. The linkage of optimization and investing is a special treat.

If you love Investment Science...

Book cover of These Blue Mountains

These Blue Mountains by Sarah Loudin Thomas,

A moving story of love, betrayal, and the enduring power of hope in the face of darkness.

German pianist Hedda Schlagel's world collapsed when her fiancé, Fritz, vanished after being sent to an enemy alien camp in the United States during the Great War. Fifteen years later, in 1932, Hedda…

Want books like Investment Science?

Our community of 12,000+ authors has personally recommended 100 books like Investment Science.

Browse books like Investment Science

Book cover of Thinking, Fast and Slow
Book cover of How to Change: The Science of Getting from Where You Are to Where You Want to Be
Book cover of Common Sense on Mutual Funds

Share your top 3 reads of 2025!

And get a beautiful page showing off your 3 favorite reads.

1,366

readers submitted
so far, will you?

📚 If you like Investment Science, you might also like...

Book cover of Deadly Revenge

Deadly Revenge by Patricia Bradley,

Deputy Jenna Hart has only been working in her sleepy hometown of Pearl Springs for seven months when city officials begin to be targeted by a killer. Twenty years ago, the construction of a dam caused people to lose their land to eminent domain. That wound has not healed with…

Book cover of The Duty of Memory

The Duty of Memory by Vicki Olsen,

Separating the true stories from the myths, The Duty of Memory provides a deeper understanding of the diverse motivations that drove ordinary people to join an underground network of French Resistants despite terrible odds and horrifying consequences.

This book takes the reader inside the true story of men and women…

5 book lists we think you will like!