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To order this title, and for more information, click here
By
Robert Zipf, Scarsdale, New York, U.S.A.
Description
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.
Audience
Professional Insurance and other actuarials who invest in bonds and who are concerned with inflation, asset-liability management, the
time value of money, interest rates, rates of return, risk, and investment income; people seeking a general introduction or overview
of the subject and MBA students.
Contents
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
| Bibliographic details |
Hardbound, 366 pages, publication date: MAY-2003
ISBN-13: 978-0-12-781721-7
ISBN-10: 0-12-781721-2
Imprint: ACADEMIC PRESS
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| Price and Ordering |
Price:
EUR 58.95
GBP 50
USD 75.95
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Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas and Asia Pacific. EUR prices apply in Europe and the Middle East. GBP prices apply to the UK and all other countries.
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Last update: 4 Sep 2009
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