Investment Science

by David Luenberger

This is a classic book on investment science. Its somewhat more mathematical than other textbooks with the same target audience and thus is a good choice for mathematically inclined students of finance (i.e. physicists and engineers). Many finance students have learned much about investments by reading its pages and it is a required textbook in many programs. Readers unfamiliar with this book can see what others have said here.

To learn this material as well as possible I've worked through the book's exercises and wrote up solutions as I went along. In addition, it helped me to duplicate (in code) a good number of the book's examples. Thus when the book quoted a number (or a matrix of numbers) I often wrote code that duplicated those numbers so that I would be sure to understand exactly how they were calculated. These results gave me confidence in my understanding.

You can find the computational exercises (and duplication codes) without much explanations in the links below for free. I'm selling the text description of my solutions in PDF format for $35.00 (US dollars) via PayPal (see the link below). Note: After you buy with PayPal you will be automatically directed to a web page where you can immediately download the solution manual.

Code For Various Chapters:

John Weatherwax