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Fixed income mathematics / Robert Zipf

Publisher Amsterdam ; Boston : Academic Press
Year ©2003
Authors *Zipf, Robert

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OB00177608 ScienceDirect (電子ブック) 9780127817217

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Material Type E-Book
Media type 機械可読データファイル
Size 1 online resource (xiii, 328 pages) : illustrations
Notes 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 decision-making, but he also offers questions and exercises that suggest the applicability of fixed income mathematics. Written for the reader with a general mathematics background, this self-teaching book is suffused with examples that also make it a handy reference guide. It should serve as a gateway to financial mathematics and to increased competence in business analysis. * An easy-to-understand introduction to the mathematics of common fixed income instruments * Offers students explanations, exercises, and examples without demanding sophisticated mathematics * Uses international comparisons to illustrate how interest is compounded
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
Includes bibliographical references and index
Print version record
Elsevier ScienceDirect All Books
HTTP:URL=https://www.sciencedirect.com/science/book/9780127817217
Subjects LCSH:Fixed-income securities -- Mathematics  All Subject Search
LCSH:Rate of return
FREE:BUSINESS & ECONOMICS -- Investments & Securities -- General  All Subject Search
FREE:Fixed-income securities -- Mathematics  All Subject Search
FREE:Rate of return
LCSH:Electronic books
FREE:Electronic books
FREE:Electronic books
FREE:Electronic books
Classification LCC:HG4650
DC22:332.63/2044
ID 8000079716
ISBN 9780127817217

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