Investment Science

by David Luenberger

Introduction
Here you will find my solutions to the exercises from this excellent book. Please email me if you find anything in error or unclear. Enjoy!

Update: Chapters 1-13 and 15 are finished! Currently working on the exercises in Chapter 16.

• Solutions Manual

• Chapter 2 (The Basic Theory of Interest)
  
• Chapter 3 (Fixed-Income Securities)
  
• Chapter 4 (The Term Structure of Interest Rates)
  
• Chapter 5 (Applied Interest Rates)
  
• Chapter 7 (The Capital Asset Pricing Model)
  
• Chapter 8 (Models and Data)
  
• Chapter 9 (General Principles)
  
• Chapter 10 (Forwards, Futures, and Swaps)
  
• Chapter 11 (Models of Asset Dynamics)
  
• Chapter 12 (Basics of Options Theory)
  
• Chapter 13 (Additional Option Topics)
  
• Chapter 15 (Optimal Portfolio Growth)