Mastering financial calculations : a step-by-step guide to the mathematics of financial market instruments
著者
書誌事項
Mastering financial calculations : a step-by-step guide to the mathematics of financial market instruments
(Market editions)
Financial Times/Pitman Pub., 1998
大学図書館所蔵 全8件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references (p. 387) and index
内容説明・目次
内容説明
"Mastering Financial Calculations" starts by introducing the fundamentals of financial market arithmetic, including the core concepts of discounting, net present value, effective yields and cashflow analysis, and then shows you step-by-step how to master the essential calculations and financial techniques for using the full range of products in the markets. The links between the different instruments and the resulting arbitrage opportunities are fully explored, together with the practical difficulties. Making use of many worked examples and practical exercises, the book goes on to explain concepts such as forward pricing, duration analysis, the different approaches to bond yield calculations, zero-coupon and yield curve analysis, swap valuation and option pricing in a clear and accessible way, at each stage illustrating their application using a programmable calculator. Whether you are a trader, fund manager, corporate treasurer, programmer, accountant, risk manager or market student, this book will give you the ability to manipulate and apply the relevant techniques with speed and confidence in your marketplace.
The book includes essential course material and practice exercises for ACI qualifications.
目次
Foreword. Introduction. PART 1: THE BASICS. 1. Financial Arithmetic Basics. PART 2: INTEREST RATE INSTRUMENTS. 2. The Money Market. 3. Forward-Forwards And Forward Rate Agreements (Fras). 4. Interest Rate Futures. 5. Bond Market Calculations. 6. Zero-Coupon Rates And Yield Curves. PART 3: FOREIGN EXCHANGE. 7. Foreign Exchange. PART 4: SWAPS AND OPTIONS. 8. Interest Rate And Currency Swaps. 9. Options. PART 5: FURTHER EXERCISES, HINTS AND ANSWERS. 10. Further Exercises. 11. Hints And Answers To Exercises. Appendices.
「Nielsen BookData」 より