An Introduction to the Mathematics of Finance (2nd Ed.) A Deterministic Approach
Auteur : Garrett Stephen
The primary audience is upper-division undergraduates and graduate students in the UK studying financial mathematics. They will typically be taking courses such as "Principles of Finance" and "Actuarial Finance." The secondary audience is upper-division undergraduates and graduate students studying financial mathematics.
- Closely follows the syllabus for the CT1 exam of The Institute and Faculty of Actuaries
- Features new content and more examples
- Online supplements available: http://booksite.elsevier.com/9780080982403/
- Includes past exam questions from The Institute and Faculty of Actuaries and the CFA Institute
Date de parution : 05-2016
Ouvrage de 464 p.
19x23.3 cm
Thèmes d’An Introduction to the Mathematics of Finance :
Mots-clés :
Accumulation; Annual Percentage Rate of Charge (APR); Annuity; Appraisal; Arbitrage; Black-Scholes; Borrower; Box spreads; Brownian motion; Butterfly spreads; Capital; Capital gains tax; Capital outstanding; Cash flows; Clearinghouse; Collars; Compound interest; Derivatives; Discount; Discounted payback period; Duration; Equation of value; Expectations theory; Fixed-interest securities; Flat rate; Force of interest; Forward rate; Forwards; Full immunization; Futures; Gross redemption yield; Income tax; Index-linked stocks; Inflation; Lender; Linked internal rate of return; Liquidity preference theory; Loans; Log-normal model; Long position; Makeham's formula; Margin; Market segmentation theory; Matching; Money-weighted rate of return; Moneyness; Net present value; Net yield; Nominal rate of discount; Nominal rate of interest; Offsetting; Optional redemption date; Options; Payback period; Position diagram; Present value; Principle of consistency; Prospective approach; Random numbers; Rate of interest; Ratio spreads; Redington immunization; Retrospective approach; Risk premium; Shares; Short position; Simple interest; Simulations; Spot rate; Spreads; Stochastic models; Straddles; Strangles; Swaps; Synthetic forwards; Term structure; Time-weighted rate of return; Trading strategies; Uncertain payments; Uncertainty; Volatility; Yield; Yield equation