An Introduction to the Mathematics of Finance: A Deterministic approach 2/e [Garrett] 9780080982403

🔸書名:An Introduction to the Mathematics of Finance: A Deterministic approach 2/e
🔸作者:Garrett
🔸ISBN:9780080982403
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商品編號: FI0147H

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產品介紹

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.

規格說明

頁數:464
版次:第2版
年份:2013年
規格:精裝/單色
ISBN:9780080982403

產品內容與運送說明

1.Introduction
2.Theory of Interest Rates
3.The Basic Compound Interest Functions
4.Further Compound Interest Functions
5.Loan Repayment Schedules
6.Project Appraisal and Investment Performance
7.The Valuation of Securities
8.Capital Gains Tax
9.Term Structures and Immunization
10.An Introduction to Derivative Pricing: Forwards
11.Further Derivatives: Swaps and Options
12.An Introduction to Stochastic Interest Rate Models

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