Fixed income mathematics /
An introduction to common fixed income instruments and mathematics, this book offers explanations, exercises, and examples without demanding sophisticated mathematics. Not only does the author use his business and teaching experience to highlight the fundamentals of investment and management decisio...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Amsterdam ; Boston :
Academic Press,
�2003.
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Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Introduction; Interest; Compound Interest; Present Value; Annuities Certain; Bond Price Calculation; Future Value of Annuity; Accrued Interest; Discount Securities; Calculations for Other Securities; Quotations; Types of Yields; Sources of Return; Volatility and Its Measures; Duration' Convexity; Calculus Derivation; Probability Applications; Term Structure of Interest Rates; Uncertain and Variable Cash Flows; Mortgage Backed Securities; Futures; Options; Bibliography.