An Introduction to the Mathematics of Finance: A Deterministic

Garrett

An Introduction to the Mathematics of Finance: A Deterministic
  • 出版商: ELSEVIER HEALTH
  • 出版日期: 2013-01-01
  • 定價: $1,120
  • 售價: 9.8 折 $1,097
  • 語言: 繁體中文
  • 頁數: 464
  • 裝訂: 精裝
  • ISBN: 0080982409
  • ISBN-13: 9780080982403
  • 相關分類: Fintech

    • 下單後立即進貨 (約5~7天)

商品描述

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.

•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

作者簡介

Stephen Garrett is Senior Lecturer in the Mathematics Department at the University of Leicester, which has one of the most active mathematics research programmes in the UK.

目錄大綱

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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