Cargando…

An introduction to the mathematics of finance : a deterministic approach /

This text offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of conte...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Garrett, S. J. (Stephen J.) (Autor)
Otros Autores: McCutcheon, J. J. (John J.)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Kidlington, Oxford : Butterworth-Heinemann is an imprint of Elsevier, 2013.
Edición:Second edition.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:This text offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of contents with the CT1 exam and includes sample questions from past exams of both The Actuarial Profession and the CFA Institute. With a wealth of solved problems and interesting applications, An Introduction to the Mathematics of Finance stands alone in its ability to address the needs of its primary target audience, the actuarial student. It closely follows the syllabus for the CT1 exam of The Institute and Faculty of Actuaries.
Notas:"A revision of the original 'An introduction to the mathematics of finance' by J.J. McCutcheon and W.F. Scott."--Preface
"Published for the Institute and Faculty of Actuaries (RC000243)."
Descripción Física:1 online resource (xii, 450 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 441-442) and index.
ISBN:0080982409
9780080982403
0080982751
9780080982755