An introduction to the mathematics of finance : a deterministic approach
著者
書誌事項
An introduction to the mathematics of finance : a deterministic approach
Elsevier , Published for the Institute of Actuaries (RC000243) [by] Butterworth-Heinemann, 2013
2nd ed. / S.J. Garrett
- : [pbk.]
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注記
"Revision of the original An introduction to the mathematics of finance by J.J. McCutcheon and W.F. Scott"--Preface
Bibliography: p. 441-442
Includes index
内容説明・目次
内容説明
An Introduction to the Mathematics of Finance: A Deterministic Approach, Second edition, 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.
目次
1. Introduction2. Theory of Interest Rates3. The Basic Compound Interest Functions4. Further Compound Interest Functions5. Loan Repayment Schedules6. Project Appraisal and Investment Performance7. The Valuation of Securities8. Capital Gains Tax9. Term Structures and Immunization10. An Introduction to Derivative Pricing: Forwards and Futures11. Further Derivatives: Swaps and Options12. An Introduction to Stochastic Interest Rate Models
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