Fixed income mathematics / Robert Zipf
Publisher | Amsterdam ; Boston : Academic Press |
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Year | ©2003 |
Authors | *Zipf, Robert |
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Links to the text | Location | Volume | Call No. | Barcode No. | Status | Comments | ISBN | Printed | Restriction | Reserve |
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Links to the text | Library Off-campus access |
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OB00177608 | ScienceDirect (電子ブック) | 9780127817217 |
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Material Type | E-Book |
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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
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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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